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Arnold, Tom's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
38,712 |
Total
Citations
60 |
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1.
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business Bertus, Mark
Auburn University Godbey, Jonathan M.
Georgia State University - Department of Finance
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07 May 05
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Last Revised:
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17 Apr 08
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10,076
(149)
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Kalman Filter, time series, EM algorithm, Excel, Pedagogy
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2.
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business Crack, Timothy Falcon
University of Otago - Department of Finance and Quantitative Analysis Schwartz, Adam
Washington and Lee University - Department of Business Administration
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3,896
(862)
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2
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Option Pricing, Implied Binomial Tree, Excel
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3.
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business Crack, Timothy Falcon
University of Otago - Department of Finance and Quantitative Analysis
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3,552
(1,025)
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5
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4.
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business Earl, John H.
University of Richmond - E. Claiborne Robins School of Business
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3,439
(1,081)
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VIX, options, Excel
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5.
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business Crack, Timothy Falcon
University of Otago - Department of Finance and Quantitative Analysis
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2,351
(2,143)
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1
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Generalized Method of Moments, GMM, Newey-West, Option Pricing, Black-Scholes
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6.
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business Earl, John H.
University of Richmond - E. Claiborne Robins School of Business
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2,068
(2,682)
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Z-Score, bankruptcy, pedogogy, excel, ratio analysis
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7.
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business Crack, Timothy Falcon
University of Otago - Department of Finance and Quantitative Analysis
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1,756
(3,497)
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1
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Real option valuation, NPV, risk-adjusted option valuation, risk-neutral option valuation
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8.
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Impact: What Influences Finance Research?
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business Butler, Alexander W.
Rice University - Jesse H. Jones Graduate School of Business Crack, Timothy Falcon
University of Otago - Department of Finance and Quantitative Analysis Altintig, Ayca
Claremont Colleges - Peter F. Drucker Graduate School of Management
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Posted:
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08 Jun 01
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Last Revised:
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16 Jan 06
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1,606
(4,128)
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12
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business Butler, Alexander W.
Rice University - Jesse H. Jones Graduate School of Business Crack, Timothy Falcon
University of Otago - Department of Finance and Quantitative Analysis Altintig, Ayca
Claremont Colleges - Peter F. Drucker Graduate School of Management
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0
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Research Impact, Journal Ranking, citations
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business Butler, Alexander W.
Rice University - Jesse H. Jones Graduate School of Business Crack, Timothy Falcon
University of Otago - Department of Finance and Quantitative Analysis Altintig, Ayca
Claremont Colleges - Peter F. Drucker Graduate School of Management
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1,606
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12
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Research Impact, Journal Ranking, citations
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9.
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business Erwin, Gayle R.
University of Virginia (UVA) - McIntire School of Commerce Nail, Lance A.
University of Alabama at Birmingham - Department of Finance, Economics, and Quantitative Methods Bos, Ted
University of Alabama at Birmingham
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1,319
(5,825)
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7
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Informed trading, insider trading, options, tender offer
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10.
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Using the WACC to Value Real Options
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Show Abstracts |
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Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business Crack, Timothy Falcon
University of Otago - Department of Finance and Quantitative Analysis
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Posted:
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08 May 04
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Last Revised:
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28 Jan 05
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1,160
(7,226)
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2
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business Crack, Timothy Falcon
University of Otago - Department of Finance and Quantitative Analysis
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0
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Derivatives Instruments, Other, Corporate Finance, Capital Investment Decisions, Equity Investments, Fundamental Analysis and Valuation Models, Quantitative Tools, Mathmatical Methods
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business Crack, Timothy Falcon
University of Otago - Department of Finance and Quantitative Analysis
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1,160
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2
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Real Options, Risk-Neutral Valuation, WACC, Binomial Option Pricing, Volatility Estimation
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11.
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business Crack, Timothy Falcon
University of Otago - Department of Finance and Quantitative Analysis Schwartz, Adam
Washington and Lee University - Department of Business Administration
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866
(11,613)
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Real Options, Implied Binomial Trees, Commodity Futures Options, Commodities
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12.
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business Crack, Timothy Falcon
University of Otago - Department of Finance and Quantitative Analysis Schwartz, Adam
Washington and Lee University - Department of Business Administration
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690
(16,323)
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Real Options, Implied Binomial Trees
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13.
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The Information Content of Short Interest: A Natural Experiment
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Show Abstracts |
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Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business Butler, Alexander W.
Rice University - Jesse H. Jones Graduate School of Business Crack, Timothy Falcon
University of Otago - Department of Finance and Quantitative Analysis Zhang, Yan
State University of New York at Binghamton - School of Management
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Posted:
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08 Feb 02
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Last Revised:
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14 Nov 06
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665
(17,213)
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24
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business Butler, Alexander W.
Rice University - Jesse H. Jones Graduate School of Business Crack, Timothy Falcon
University of Otago - Department of Finance and Quantitative Analysis Zhang, Yan
State University of New York at Binghamton - School of Management
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0
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Short interest, Short sale against the box, Taxpayer Relief Act of 1997
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business Butler, Alexander W.
Rice University - Jesse H. Jones Graduate School of Business Crack, Timothy Falcon
University of Otago - Department of Finance and Quantitative Analysis Zhang, Yan
State University of New York at Binghamton - School of Management
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665
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24
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Sort Interest, Short Sale Against the Box, Tax Payer Relief Act of 1997
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14.
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business
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539
(23,027)
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Margin, Student-managed Funds, Excel, Pedagogy
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15.
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business
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532
(23,463)
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Options, SPX, Generalized Method of Moments, GMM,
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16.
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business Nail, Lance A.
University of Alabama at Birmingham - Department of Finance, Economics, and Quantitative Methods
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518
(24,343)
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Statistics, Portfolio Theory, Capital Allocation Line, Pedagogy
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17.
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business
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445
(29,680)
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1
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Interest Rate, Term Structure, Excel, Pedagogy
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18.
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business Crack, Timothy Falcon
University of Otago - Department of Finance and Quantitative Analysis Schwartz, Adam
Washington and Lee University - Department of Business Administration
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| Posted: |
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03 Jul 05
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Last Revised:
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14 Jun 09
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440
(30,131)
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Binomial Option Pricing, Implied Binomial Trees, Physical Probabilities, Risk-Neutral Probabilities, Calibration, Representative Agent, Risk-Averse Probabilities, Hedge Funds
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19.
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business Crack, Timothy Falcon
University of Otago - Department of Finance and Quantitative Analysis
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394
(34,659)
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Risk-Neutral Option Pricing, Binomial Option Pricing, Risk-Adjusted Option Pricing, Physical Probability Measure, RA-BT
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20.
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business Eisemann, Peter Charles
Georgia State University - Department of Finance
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06 Mar 07
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Last Revised:
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13 Oct 07
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370
(37,478)
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3
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Pro Forma, Financial Statement Analysis, Circularity, Sensitivity Analysis, Debt Plug, Slack Term
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21.
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business North, David S.
University of Richmond - E. Claiborne Robins School of Business
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370
(37,478)
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sensitivity analysis, duration, NPV, payback period, adjusted payback period, cash flow
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22.
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business Godbey, Jonathan M.
Georgia State University - Department of Finance
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323
(44,146)
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regression, pedagogy, basketball
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23.
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business North, David S.
University of Richmond - E. Claiborne Robins School of Business
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309
(46,507)
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pro forma analysis, cyclic cash flows, business cycles, valuation
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24.
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business Buchanan, Bonnie
Seattle University - Albers School of Business and Economics
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25 Jun 06
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Last Revised:
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24 May 10
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266
(55,251)
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Correlation, Portfolio Statistics, Statistics, Potfolio Theory
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25.
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business Hilliard, Jimmy E.
Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration Schwartz, Adam
Washington and Lee University - Department of Business Administration
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164
(90,296)
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options, jump-memory, jump-diffusions, SPX, genetic
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26.
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Getting More Out of Two Asset Portfolios
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business Nail, Lance A.
University of Alabama at Birmingham - Department of Finance, Economics, and Quantitative Methods Nixon, Terry
Miami University
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Posted:
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19 Jun 06
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Last Revised:
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12 Sep 06
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145
(100,834)
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2
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business Nail, Lance A.
University of Alabama at Birmingham - Department of Finance, Economics, and Quantitative Methods Nixon, Terry
Miami University
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19
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2
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business Nail, Lance A.
University of Alabama at Birmingham - Department of Finance, Economics, and Quantitative Methods Nixon, Terry
Miami University
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126
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2
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pedogogy, minimum variance portfolio, efficient frontier, capital allocation line
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27.
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business
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141
(103,246)
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Firm Value, Pro Forma
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28.
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business Crack, Timothy Falcon
University of Otago - Department of Finance and Quantitative Analysis Schwartz, Adam
Washington and Lee University - Department of Business Administration
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136
(106,468)
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Binomial Option Pricing, Implied Binomial Trees, Physical Probabilities, Risk-Neutral Probabilities, Calibration, Representative Agent, Risk-Averse Probabilities
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29.
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business
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124
(114,906)
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pro forma analysis, equity plug, debt plug, debt-to-equity ratio, additional funds needed, circularity
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30.
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business
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50
(200,328)
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bond pricing, pedagogy, annuity
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31.
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Ang , James S.
Florida State University Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business Conover, C. Mitchell
affiliation not provided to SSRN Lancaster, Carol
Georgetown University
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2
(335,682)
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32.
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business Buchanan, Bonnie
Seattle University - Albers School of Business and Economics Robertson, Fiona
Seattle University - Albers School of Business and Economics
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student loans, Sallie Mae, Asset backed securities, securitization, financial crisis
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33.
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business Buchanan, Bonnie
Seattle University - Albers School of Business and Economics
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Real options, foreign direct investment, government policy, emerging markets
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34.
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business Earl, John H.
University of Richmond - E. Claiborne Robins School of Business North, David S.
University of Richmond - E. Claiborne Robins School of Business
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Equity Investments, Fundamental Analysis and Valuation Models, Research Sources
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35.
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Arnold, Tom
University of Richmond - E. Claiborne Robins School of Business James, Jerry
Indiana University Bloomington - Department of Finance
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pro forma, firm value, calculator
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