Author Page for Tom Arnold

A Simplified Approach to Understanding the Kalman Filter Technique

Number of pages: 24 Posted: 07 May 2005 Last Revised: 17 Apr 2008

Tom Arnold, Mark Bertus and Jonathan M. Godbey

University of Richmond - E. Claiborne Robins School of Business, Auburn University and Georgia State University - Department of Finance

Downloads 20,004 (128)

Citation 1

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2.

Implied Binomial Trees in Excel Without Vba

Number of pages: 21 Posted: 08 May 2004

Tom Arnold, Timothy Falcon Crack and Adam Schwartz

University of Richmond - E. Claiborne Robins School of Business, University of Otago - Department of Accountancy and Finance and Washington and Lee University - Department of Business Administration

Downloads 4,663 (1,916)

Citation 5

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3.

Option Pricing in the Real World: A Generalized Binomial Model with Applications to Real Options

Number of pages: 54 Posted: 27 Dec 2000

Tom Arnold and Timothy Falcon Crack

University of Richmond - E. Claiborne Robins School of Business and University of Otago - Department of Accountancy and Finance

Downloads 4,275 (2,233)

Citation 9

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4.

A Practical Guide to GMM (with Applications to Option Pricing)

Number of pages: 74 Posted: 10 May 2001

Tom Arnold and Timothy Falcon Crack

University of Richmond - E. Claiborne Robins School of Business and University of Otago - Department of Accountancy and Finance

Downloads 2,894 (4,328)

Citation 3

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5.

Applying Altman's Z-Score in the Classroom

Number of pages: 11 Posted: 03 Jul 2005

Tom Arnold and John H. Earl

University of Richmond - E. Claiborne Robins School of Business and University of Richmond - E. Claiborne Robins School of Business

Downloads 2,291 (6,393)

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6.

Real Option Valuation Using NPV

Number of pages: 16 Posted: 07 Jan 2005

Tom Arnold and Timothy Falcon Crack

University of Richmond - E. Claiborne Robins School of Business and University of Otago - Department of Accountancy and Finance

Downloads 2,010 (8,004)

Citation 2

Abstract:

7.

Impact: What Influences Finance Research?

Downloads 1,812 ( 9,490)

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Impact: What Influences Finance Research?

Number of pages: 43 Posted: 08 Jun 2001

Tom Arnold, Alexander W. Butler, Timothy Falcon Crack and Ayca Altintig

University of Richmond - E. Claiborne Robins School of Business, Rice University - Jesse H. Jones Graduate School of Business, University of Otago - Department of Accountancy and Finance and Claremont Colleges - Peter F. Drucker Graduate School of Management

Downloads 1,812 (9,302)

Citation 3

Abstract:

Impact: What Influences Finance Research?

Journal of Business, Vol. 76, No. 2, pp. 343-361, 2003

Posted: 22 Aug 2003

Tom Arnold, Alexander W. Butler, Timothy Falcon Crack and Ayca Altintig

University of Richmond - E. Claiborne Robins School of Business, Rice University - Jesse H. Jones Graduate School of Business, University of Otago - Department of Accountancy and Finance and Claremont Colleges - Peter F. Drucker Graduate School of Management

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8.

Speculation or Insider Trading: Informed Trading in Options Markets Preceding Tender Offer Announcements

Number of pages: 40 Posted: 09 Aug 2000

Tom Arnold, Gayle R. Erwin, Lance A. Nail and Ted Bos

University of Richmond - E. Claiborne Robins School of Business, University of Virginia - McIntire School of Commerce, University of Alabama at Birmingham - Department of Finance, Economics, and Quantitative Methods and University of Alabama at Birmingham

Downloads 1,546 (12,201)

Citation 18

Abstract:

9.

Using the Wacc to Value Real Options

Downloads 1,368 ( 14,845)

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Using the Wacc to Value Real Options

Number of pages: 13 Posted: 08 May 2004

Tom Arnold and Timothy Falcon Crack

University of Richmond - E. Claiborne Robins School of Business and University of Otago - Department of Accountancy and Finance

Downloads 1,368 (14,549)

Citation 1

Abstract:

Using the Wacc to Value Real Options

Financial Analysts Journal, Vol. 60, No. 6, pp. 78-82, November/December 2004

Posted: 30 Dec 2004

Tom Arnold and Timothy Falcon Crack

University of Richmond - E. Claiborne Robins School of Business and University of Otago - Department of Accountancy and Finance

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10.

Valuing Real Options Using Implied Binomial Trees and Commodity Futures Options

Number of pages: 38 Posted: 08 Jan 2005

Tom Arnold, Timothy Falcon Crack and Adam Schwartz

University of Richmond - E. Claiborne Robins School of Business, University of Otago - Department of Accountancy and Finance and Washington and Lee University - Department of Business Administration

Downloads 1,012 (23,341)

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11.

Introducing Linear Regression: An Example Using Basketball Statistics

Number of pages: 29 Posted: 09 Jan 2011

Tom Arnold and Jonathan M. Godbey

University of Richmond - E. Claiborne Robins School of Business and Georgia State University - Department of Finance

Downloads 802 (32,519)

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12.

Valuing Real Options with Implied Binomial Trees

Number of pages: 13 Posted: 08 Jan 2005

Tom Arnold, Timothy Falcon Crack and Adam Schwartz

University of Richmond - E. Claiborne Robins School of Business, University of Otago - Department of Accountancy and Finance and Washington and Lee University - Department of Business Administration

Downloads 773 (34,188)

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13.

The Information Content of Short Interest: A Natural Experiment

Downloads 736 ( 36,546)

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The Information Content of Short Interest: A Natural Experiment

Number of pages: 43 Posted: 08 Feb 2002

Tom Arnold, Alexander W. Butler, Timothy Falcon Crack and Yan Zhang

University of Richmond - E. Claiborne Robins School of Business, Rice University - Jesse H. Jones Graduate School of Business, University of Otago - Department of Accountancy and Finance and State University of New York at Binghamton - School of Management

Downloads 736 (36,007)

Citation 13

Abstract:

The Information Content of Short Interest: A Natural Experiment

Journal of Business, Forthcoming

Posted: 19 Jan 2004

Tom Arnold, Alexander W. Butler, Timothy Falcon Crack and Yan Zhang

University of Richmond - E. Claiborne Robins School of Business, Rice University - Jesse H. Jones Graduate School of Business, University of Otago - Department of Accountancy and Finance and State University of New York at Binghamton - School of Management

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Connecting Balance Sheet Plugs: A New Integrated Presentation of Pro Forma Analysis

Number of pages: 15 Posted: 07 Sep 2011

Tom Arnold

University of Richmond - E. Claiborne Robins School of Business

Downloads 665 (41,917)

Citation 2

Abstract:

15.

Margin Accounting for Stocks: an Excel Classroom Exercise

Number of pages: 17 Posted: 20 Apr 2006

Tom Arnold

University of Richmond - E. Claiborne Robins School of Business

Downloads 659 (42,442)

Abstract:

16.

A Simple Model of Interest Rate Term Structure for the Classroom

Number of pages: 14 Posted: 22 Apr 2006

Tom Arnold

University of Richmond - E. Claiborne Robins School of Business

Downloads 580 (50,228)

Citation 1

Abstract:

17.

Un-Intimidating Portfolio Theory and Statistics

Number of pages: 24 Posted: 26 May 2003

Tom Arnold and Lance A. Nail

University of Richmond - E. Claiborne Robins School of Business and University of Alabama at Birmingham - Department of Finance, Economics, and Quantitative Methods

Downloads 557 (52,759)

Citation 1

Abstract:

18.

Flattening the Volatility Smile: A Test of Option Pricing Models

Number of pages: 39 Posted: 02 Oct 2001

Tom Arnold

University of Richmond - E. Claiborne Robins School of Business

Downloads 552 (53,354)

Abstract:

19.

Implementing Risk-Averse Implied Binomial Trees: Additional Theory, Empirics, and Extensions

Number of pages: 46 Posted: 03 Jul 2005 Last Revised: 14 Jun 2009

Tom Arnold, Timothy Falcon Crack and Adam Schwartz

University of Richmond - E. Claiborne Robins School of Business, University of Otago - Department of Accountancy and Finance and Washington and Lee University - Department of Business Administration

Downloads 527 (56,633)

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20.

Debt Financing Does NOT Create Circularity Within Pro Forma Analysis

Number of pages: 13 Posted: 06 Mar 2007 Last Revised: 13 Oct 2007

Tom Arnold and Peter Charles Eisemann

University of Richmond - E. Claiborne Robins School of Business and Georgia State University - Department of Finance

Downloads 465 (66,178)

Citation 1

Abstract:

21.

A Simple Pragmatic Justification for Risk-Neutral Option Pricing

Number of pages: 12 Posted: 02 Nov 2007

Tom Arnold and Timothy Falcon Crack

University of Richmond - E. Claiborne Robins School of Business and University of Otago - Department of Accountancy and Finance

Downloads 462 (66,721)

Citation 1

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22.

Duration Measures for Corporate Project Valuation

Number of pages: 18 Posted: 04 Mar 2005

Tom Arnold and David S. North

University of Richmond - E. Claiborne Robins School of Business and University of Richmond - E. Claiborne Robins School of Business

Downloads 399 (79,495)

Abstract:

23.

Visual Portfolio Statistics

Number of pages: 18 Posted: 25 Jun 2006 Last Revised: 24 May 2010

Tom Arnold and Bonnie Buchanan

University of Richmond - E. Claiborne Robins School of Business and Surrey Business School, University of Surrey

Downloads 310 (105,794)

Abstract:

24.

Inferring Risk-Averse Probability Distributions from Option Prices Using Implied Binomial Trees: Additional Theory and Extensions

Number of pages: 19 Posted: 01 Jun 2009

Tom Arnold, Timothy Falcon Crack and Adam Schwartz

University of Richmond - E. Claiborne Robins School of Business, University of Otago - Department of Accountancy and Finance and Washington and Lee University - Department of Business Administration

Downloads 214 (154,393)

Citation 1

Abstract:

25.

Getting More Out of Two Asset Portfolios

Downloads 187 (174,952)

Citation 3

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Getting More Out of Two Asset Portfolios

Number of pages: 21 Posted: 19 Jun 2006

Tom Arnold, Lance A. Nail and Terry Nixon

University of Richmond - E. Claiborne Robins School of Business, University of Alabama at Birmingham - Department of Finance, Economics, and Quantitative Methods and Miami University

Downloads 152 (209,609)

Citation 3

Abstract:

Getting More Out of Two-Asset Portfolios

Journal of Applied Finance, Vol. 16, No. 1, Spring/Summer 2006

Number of pages: 10 Posted: 24 Aug 2006

Tom Arnold, Lance A. Nail and Terry Nixon

University of Richmond - E. Claiborne Robins School of Business, University of Alabama at Birmingham - Department of Finance, Economics, and Quantitative Methods and Miami University

Downloads 35 (490,365)

Abstract:

26.

Short Maturity Options and Jump Memory: An Empirical Analysis

Number of pages: 40 Posted: 26 Nov 2002

Tom Arnold, Jimmy E. Hilliard and Adam Schwartz

University of Richmond - E. Claiborne Robins School of Business, Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration and Washington and Lee University - Department of Business Administration

Downloads 179 (182,012)

Abstract:

27.

Exactly How Long Should a New Venture Lose Money?

Number of pages: 15 Posted: 10 Apr 2002

Tom Arnold

University of Richmond - E. Claiborne Robins School of Business

Downloads 152 (209,215)

Abstract:

28.

Bond Pricing Pedagogy and One-Step Bond Pricing

Number of pages: 10 Posted: 06 Jul 2012

Tom Arnold

University of Richmond - E. Claiborne Robins School of Business

Downloads 96 (293,946)

Abstract:

29.

The Minimum Variance Portfolio, the Tangency Portfolio, and the Associated Matrix Algebra

Number of pages: 32 Posted: 16 Jun 2020

Tom Arnold and Terry Nixon

University of Richmond - E. Claiborne Robins School of Business and Miami University

Downloads 25 (531,127)

Abstract:

30.

Embedding an NPV Analysis into a Binomial Tree with a Real Options Application

Number of pages: 26 Posted: 24 Feb 2020

Tom Arnold, Timothy Falcon Crack and Adam Schwartz

University of Richmond - E. Claiborne Robins School of Business, University of Otago - Department of Accountancy and Finance and Washington and Lee University - Department of Business Administration

Downloads 19 (568,320)

Abstract:

31.

Multi-Stage Stock Pricing with a Financial Calculator

Number of pages: 11

Tom Arnold and Ge Wu

University of Richmond - E. Claiborne Robins School of Business and University of Richmond

Downloads 3

Abstract:

32.

Multi-Stage Stock Pricing Techniques for the Classroom

Number of pages: 14

Maura Alexander, Tom Arnold and Ge Wu

affiliation not provided to SSRN, University of Richmond - E. Claiborne Robins School of Business and University of Richmond

Downloads 3

Abstract:

33.

Maintaining a Flexible Payout Policy in a Mature Industry: The Case of Crown Cork and Seal in the Connelly Era

Journal of Applied Corporate Finance, Vol. 22, Issue 4, pp. 30-44, 2010

Number of pages: 17 Posted: 03 Jan 2011

James S. Ang, Tom Arnold, C. Mitchell Conover and Carol Lancaster

Florida State University, University of Richmond - E. Claiborne Robins School of Business, affiliation not provided to SSRN and Georgetown University

Downloads 2 (687,870)

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Abstract:

34.

Firm Valuation with Long-Run Business Cycles

https://doi.org/10.3905/jpe.2011.2011.1.011

Posted: 21 May 2019

Tom Arnold and David S. North

University of Richmond - E. Claiborne Robins School of Business and University of Richmond - E. Claiborne Robins School of Business

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35.

Calculating the VIX in Excel

https://doi.org/10.3905/jot.2008.708835

Posted: 20 May 2019

Tom Arnold and John H. Earl

University of Richmond - E. Claiborne Robins School of Business and University of Richmond - E. Claiborne Robins School of Business

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36.

The Economics of Sallie Mae

Journal of Structured Finance, Forthcoming

Posted: 30 Jun 2012

Tom Arnold, Bonnie Buchanan and Fiona Robertson

University of Richmond - E. Claiborne Robins School of Business, Surrey Business School, University of Surrey and Seattle University - Albers School of Business and Economics

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37.

How Much Value within Foreign Direct Investment Can a Government Destroy?

Journal of Wealth Management, Forthcoming

Posted: 25 Jan 2012

Tom Arnold and Bonnie Buchanan

University of Richmond - E. Claiborne Robins School of Business and Surrey Business School, University of Surrey

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38.

Are Cover Stories Effective Contrarian Indicators?

Financial Analysts Journal, Vol. 63, No. 2, pp. 70-75, 2007

Posted: 20 Apr 2007

Tom Arnold, John H. Earl and David S. North

University of Richmond - E. Claiborne Robins School of Business, University of Richmond - E. Claiborne Robins School of Business and University of Richmond - E. Claiborne Robins School of Business

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39.

Finding Firm Value 'Quickly' with an Analysis of Debt

Posted: 16 Aug 2001

Tom Arnold and Jerry James

University of Richmond - E. Claiborne Robins School of Business and Independent

Tom Arnold

University of Richmond - E. Claiborne Robins School of Business

Assistant Professor of Finance

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Scholarly Papers (39)

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Maintaining a Flexible Payout Policy in a Mature Industry: The Case of Crown Cork and Seal in the Connelly Era

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