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 21,005 (248)

Citation 1

Abstract:

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 4,863 (3,315)

Citation 8

Abstract:

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 4,660 (3,591)

Citation 12

Abstract:

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 3,089 (7,105)

Citation 3

Abstract:

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 2,337 (11,001)

Abstract:

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 2,162 (12,461)

Citation 2

Abstract:

7.

Impact: What Influences Finance Research?

Downloads 1,865 (15,738)

Citation 7

2

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 1,865 (15,471)

Citation 7

Abstract:

Impact: What Influences Finance Research?

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

Abstract:

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 1,629 (19,408)

Citation 17

Abstract:

9.

Using the Wacc to Value Real Options

Downloads 1,445 (23,305)

2

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 1,445 (22,890)

Citation 1

Abstract:

Using the Wacc to Value Real Options

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

Abstract:

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 1,060 (36,583)

Abstract:

11.

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 1,037 (37,761)

Citation 5

Abstract:

12.

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 964 (41,860)

Abstract:

13.

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 817 (52,595)

Abstract:

14.

The Information Content of Short Interest: A Natural Experiment

Downloads 765 (57,407)

Citation 17

2

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 765 (56,575)

Citation 17

Abstract:

The Information Content of Short Interest: A Natural Experiment

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

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 696 (65,065)

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 619 (75,483)

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 586 (80,762)

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 579 (81,981)

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 577 (82,340)

Abstract:

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 547 (88,021)

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 509 (96,296)

Citation 1

Abstract:

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 425 (119,325)

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 353 (147,081)

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 263 (200,097)

Citation 1

Abstract:

25.

Getting More Out of Two Asset Portfolios

Downloads 261 (201,556)

Citation 3

2

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 198 (261,612)

Citation 4

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 63 (600,179)

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 198 (262,139)

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 184 (279,779)

Abstract:

28.

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 140 (351,969)

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 128 (376,980)

Abstract:

30.

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 125 (383,827)

Abstract:

31.

Using Excel to Simulate a Financial Calculator and Excel TVM Formulas

Number of pages: 10 Posted: 18 Feb 2021

Maura Alexander, Tom Arnold and Joseph Farizo

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

Downloads 123 (390,869)

Abstract:

32.

Introducing a Real Option Framework for EVA/MVA Analysis

Number of pages: 28 Posted: 15 Oct 2020

Tom Arnold, Timothy Falcon Crack, Cassandra D. Marshall and Adam Schwartz

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

Downloads 96 (463,296)

Abstract:

33.

Multi-Stage Stock Pricing Techniques for the Classroom

Number of pages: 14 Posted: 09 Jul 2020

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 89 (486,092)

Abstract:

34.

Visual Timelines in Excel to Illustrate TVM Calculations

Number of pages: 15 Posted: 18 Feb 2021

Maura Alexander, Tom Arnold and Joseph Farizo

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

Downloads 77 (530,327)

Abstract:

35.

Visual Presentation of MIRR and MNPV Calculations

Number of pages: 12 Posted: 18 Feb 2021

Tom Arnold and Joseph Farizo

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

Downloads 68 (568,045)

Abstract:

36.

Multi-Stage Stock Pricing with a Financial Calculator

Number of pages: 11 Posted: 09 Jul 2020

Tom Arnold and Ge Wu

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

Downloads 62 (595,554)

Abstract:

37.

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

Abstract:

38.

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

Abstract:

39.

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

Abstract:

40.

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

Abstract:

41.

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

Abstract:

42.

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

42

Top 697

54,403

Top 19,443

31

32

Scholarly Papers (42)

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract: