Raylene M. Pierce

Deakin University

Senior Lecturer

75 Pigdons Road

Victoria, Victoria 3216

Australia

SCHOLARLY PAPERS

3

DOWNLOADS

420

CITATIONS

0

Scholarly Papers (3)

1.

Removing the 'Black Box' from the Black-Scholes Option Pricing Model

Number of pages: 42 Posted: 03 Jan 2012 Last Revised: 05 Jan 2012
Edwin D. Maberly and Raylene M. Pierce
Monash University and Deakin University
Downloads 227 (132,910)

Abstract:

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Black-Scholes, black box, heuristic proof, intuition, transparency

2.

Reconciling Theory with Post-Reverse Split Return Patterns: Empirical Findings Based on Recent Events

Number of pages: 55 Posted: 02 May 2011 Last Revised: 15 May 2011
Edwin D. Maberly and Raylene M. Pierce
Monash University and Deakin University
Downloads 109 (246,741)
Citation 1

Abstract:

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event study, reverse stock split, call options, market efficiency, market microstructure, abnormal returns and financial distress

3.

Noise Traders and Cultural Factors: The Japanese Rokuyo Effect Evidence Implications For Investor Sentiment Induced Return Anomalies

Number of pages: 14 Posted: 31 May 2012
Edwin D. Maberly, Raylene M. Pierce and Takato Hiraki
Monash University, Deakin University and Tokyo University of Science - School of Management
Downloads 84 (292,554)

Abstract:

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Japan, rokuyo, cultural factors, investor sentiment, anomalies