4
H index
2
i10 index
78
Citations
Don Chance : Citation Profile
Louisiana State University | RESEARCH PRODUCTION: 11 Articles 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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37 years (1980 - 2017). 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:
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Main data
Where Don Chance has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Financial Research | 4 |
| Journal of Futures Markets | 2 |
Recent works citing Don Chance (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Was Allen Paul Right? Liquidation Bias in Commodity Futures Markets. (2024). Irwin, Scott H ; Yan, Lei ; Sanders, Dwight R ; Smith, Aaron. In: 2024 Conference, April 22-23, 2024, St. Louis, Missouri. RePEc:ags:nccc24:379013. Full description at Econpapers || Download paper |
| 2025 | Branch-and-Price for Prescriptive Contagion Analytics. (2025). Li, Michael Lingzhi ; Ram, Martin ; Wang, Kai ; Jacquillat, Alexandre. In: Operations Research. RePEc:inm:oropre:v:73:y:2025:i:3:p:1558-1580. Full description at Econpapers || Download paper |
| 2024 | Can 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:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | Private Information and the Exercise of Executive Stock Options In: Financial Management. [Full Text][Citation analysis] | article | 20 |
| 2011 | Experimental Evidence on Portfolio Size and Diversification: Human Biases in Naïve Security Selection and Portfolio Construction In: The Financial Review. [Citation analysis] | article | 2 |
| 1988 | BOUNDARY CONDITION TESTS OF BID AND ASK PRICES OF INDEX CALL OPTIONS In: Journal of Financial Research. [Full Text][Citation analysis] | article | 3 |
| 1994 | THE PRICING AND HEDGING OF LIMITED EXERCISE CAPS AND SPREADS In: Journal of Financial Research. [Full Text][Citation analysis] | article | 4 |
| 2014 | THE PRICE-TAKER EFFECT ON THE VALUATION OF EXECUTIVE STOCK OPTIONS In: Journal of Financial Research. [Full Text][Citation analysis] | article | 0 |
| 1980 | A RE-EXAMINATION OF INTEREST RATE SENSITIVITY IN THE COMMON STOCKS OF FINANCIAL INSTITUTIONS In: Journal of Financial Research. [Full Text][Citation analysis] | article | 34 |
| 2007 | Black–Scholes–Merton, Liquidity, and the Valuation of Executive Stock Options In: Advances in Financial Economics. [Full Text][Citation analysis] | chapter | 0 |
| 2008 | Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue In: Management Science. [Full Text][Citation analysis] | article | 4 |
| 2017 | A bias in the volatility smile In: Review of Derivatives Research. [Full Text][Citation analysis] | article | 1 |
| 2005 | Discretionary trading and the search for alpha In: Journal of Asset Management. [Full Text][Citation analysis] | article | 0 |
| 1993 | The impact of delivery options on futures prices: A survey In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 8 |
| 1994 | Futures pricing and the cost of carry under price limits In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated May, 3 2026. Contact: CitEc Team