Don Chance : Citation Profile


Louisiana State University

4

H index

2

i10 index

76

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: 1.    Total self citations: 1 (1.3 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch2175
   Updated: 2025-07-12    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)

Scholes, Myron (4)

merton, robert (4)

Renneboog, Luc (3)

Pathan, Shams (2)

HASAN, IFTEKHAR (2)

Detemple, Jerome (2)

Akimov, Alexey (1)

Williams, Barry (1)

de Goeij, Peter (1)

Stevenson, Simon (1)

Cites to:

merton, robert (6)

Walls, W. (4)

Cao, Charles (3)

Scholes, Myron (3)

Bollerslev, Tim (3)

Chen, Zhiwu (3)

Carpenter, Jennifer (2)

Corrado, Charles (2)

Milne, Frank (2)

White, Alan (2)

Detemple, Jerome (2)

Main data


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)


YearTitle of citing document
2024Can money supply endogeneity influence bank stock returns? A case study of South Asian economies. (2024). Salman, Asma ; Jain, Vipin ; Shabbir, Malik Shahzad ; Liu, Lingcai ; Abdalla, Alaa Amin ; Bashir, Taqadus ; Ramos-Meza, Carlos Samuel. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:2:d:10.1007_s10668-022-02867-6.

Full description at Econpapers || Download paper

Works by Don Chance:


YearTitleTypeCited
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]
article34
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 July, 2 2025. Contact: CitEc Team