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 20,546 (149)

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 and Washington and Lee University - Department of Business Administration

Downloads 4,752 (2,298)

Citation 6

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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

Downloads 4,389 (2,644)

Citation 8

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

Downloads 2,961 (5,221)

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 2,299 (7,852)

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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

Downloads 2,059 (9,372)

Citation 2

Abstract:

7.

Impact: What Influences Finance Research?

Downloads 1,828 ( 11,390)

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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 and Claremont Colleges - Peter F. Drucker Graduate School of Management

Downloads 1,828 (11,183)

Citation 3

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 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 1,584 (14,274)

Citation 17

Abstract:

9.

Using the Wacc to Value Real Options

Downloads 1,393 ( 17,456)

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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

Downloads 1,393 (17,132)

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

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 and Washington and Lee University - Department of Business Administration

Downloads 1,029 (27,315)

Abstract:

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 823 (37,333)

Abstract:

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 and Washington and Lee University - Department of Business Administration

Downloads 781 (40,160)

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13.

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 755 (42,032)

Citation 5

Abstract:

14.

The Information Content of Short Interest: A Natural Experiment

Downloads 746 ( 42,722)

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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 and State University of New York at Binghamton - School of Management

Downloads 746 (42,124)

Citation 14

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 and State University of New York at Binghamton - School of Management

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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 682 (48,224)

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 588 (58,374)

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 563 (61,626)

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 555 (62,773)

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 and Washington and Lee University - Department of Business Administration

Downloads 539 (65,092)

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 489 (73,440)

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

Downloads 474 (76,360)

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 404 (92,113)

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 318 (120,544)

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 and Washington and Lee University - Department of Business Administration

Downloads 224 (171,788)

Citation 1

Abstract:

25.

Getting More Out of Two Asset Portfolios

Downloads 201 (190,120)

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 162 (229,839)

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 39 (540,058)

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 183 (206,810)

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 155 (238,189)

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 99 (331,465)

Abstract:

29.

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 and Washington and Lee University - Department of Business Administration

Downloads 59 (444,845)

Abstract:

30.

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 52 (471,210)

Abstract:

31.

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, University of Richmond - Department of Finance and Washington and Lee University - Department of Business Administration

Downloads 50 (479,395)

Abstract:

32.

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 45 (500,735)

Abstract:

33.

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 40 (523,723)

Abstract:

34.

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 39 (528,615)

Abstract:

35.

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 28 (588,403)

Abstract:

36.

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 23 (621,183)

Abstract:

37.

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 (781,767)

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Abstract:

38.

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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39.

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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40.

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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41.

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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42.

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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43.

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 (43)

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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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