Don Chance : Citation Profile

Louisiana State University

4

H index

2

i10 index

75

Citations

RESEARCH PRODUCTION:

11

Articles

1

Chapters

RESEARCH ACTIVITY:

   37 years (1980 - 2017). See details.
   Cites by year: 2
   Journals where Don Chance has often published
   Relations with other researchers
   Recent citing documents: 0.    Total self citations: 1 (1.32 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch2175
   Updated: 2025-04-12    RAS profile: 2023-08-24    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Don Chance.

Is cited by:

Lo, Andrew (4)

merton, robert (4)

Scholes, Myron (4)

Renneboog, Luc (3)

Detemple, Jerome (2)

HASAN, IFTEKHAR (2)

Pathan, Shams (2)

Tsekrekos, Andrianos (1)

Lee, Cheng Few (1)

Worthington, Andrew (1)

Abudy, Menachem (1)

Cites to:

merton, robert (6)

Walls, W. (4)

Scholes, Myron (3)

Chen, Zhiwu (3)

Cao, Charles (3)

Bollerslev, Tim (3)

Carpenter, Jennifer (2)

Corrado, Charles (2)

Detemple, Jerome (2)

Milne, Frank (2)

White, Alan (2)

Main data

Production by document typearticlechapter198019811982198319841985198619871988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620170123Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19801981198219831984198519861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017051015Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received1985198619871988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024202502.557.5Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1980198119821983198419851986198719881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201702040Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 4Most cited documents12345602040Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040246h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Don Chance has published?

Journals with more than one article published# docs
Journal of Financial Research4
Journal of Futures Markets2

Recent works citing Don Chance (2025 and 2024)

Year  ↓Title of citing document  ↓

Works by Don Chance:

Year  ↓Title  ↓Type  ↓Cited  ↓
2012Private Information and the Exercise of Executive Stock Options In: Financial Management.
[Full Text][Citation analysis]		article20
2011Experimental Evidence on Portfolio Size and Diversification: Human Biases in Naïve Security Selection and Portfolio Construction In: The Financial Review.
[Citation analysis]		article2
1988BOUNDARY CONDITION TESTS OF BID AND ASK PRICES OF INDEX CALL OPTIONS In: Journal of Financial Research.
[Full Text][Citation analysis]		article3
1994THE PRICING AND HEDGING OF LIMITED EXERCISE CAPS AND SPREADS In: Journal of Financial Research.
[Full Text][Citation analysis]		article4
2014THE PRICE-TAKER EFFECT ON THE VALUATION OF EXECUTIVE STOCK OPTIONS In: Journal of Financial Research.
[Full Text][Citation analysis]		article0
1980A RE-EXAMINATION OF INTEREST RATE SENSITIVITY IN THE COMMON STOCKS OF FINANCIAL INSTITUTIONS In: Journal of Financial Research.
[Full Text][Citation analysis]		article33
2007Black–Scholes–Merton, Liquidity, and the Valuation of Executive Stock Options In: Advances in Financial Economics.
[Full Text][Citation analysis]		chapter0
2008Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue In: Management Science.
[Full Text][Citation analysis]		article3
2017A bias in the volatility smile In: Review of Derivatives Research.
[Full Text][Citation analysis]		article1
2005Discretionary trading and the search for alpha In: Journal of Asset Management.
[Full Text][Citation analysis]		article0
1993The impact of delivery options on futures prices: A survey In: Journal of Futures Markets.
[Full Text][Citation analysis]		article7
1994Futures pricing and the cost of carry under price limits In: Journal of Futures Markets.
[Full Text][Citation analysis]		article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team