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Lloyd P. Blenman

University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law

Professor

9201 University City Blvd.

Charlotte, NC 28223

United States

  • University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law

    • Email
    • Tel: 704-687-7705
SCHOLARLY PAPERS

13

DOWNLOADS

972

TOTAL CITATIONS

4

Scholarly Papers (13)

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1.

FX Liquidity Risk and Carry Trade Returns

Number of pages: 45 Posted: 26 Sep 2015 Last Revised: 30 Nov 2015
Samuel Abankwa and Lloyd P. Blenman
University of North Carolina (UNC) at Charlotte - Belk College of Business and University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law
Downloads 425 (172,233)

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FX Liquidity Risk, Exchange Rate Regimes, Carry Trade Returns, Forward Premium Puzzle

2.

Leveraged Buyout Activity: A Tale of Developed and Developing Economies

Journal of Financial Markets, Money and Institutions, Forthcoming
Number of pages: 52 Posted: 28 Dec 2014
Nischala Reddy and Lloyd P. Blenman
Washington State University, Vancouver and University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law
Downloads 195 (389,821)

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LBOs, Returns, Reputed, Developing Economies, Uncertainty, Business Cycle, Exit times

3.

Bond Power Exchange Options

Downloads 118 (604,538)
Citation 2

Bond Power Exchange Options

Number of pages: 20 Posted: 06 May 2021
Lloyd P. Blenman
University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law
Downloads 62 (957,329)

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Stochastic string, power option, pricing, hedging, Malliavin calculus

Bond Power Exchange Options

Number of pages: 20 Posted: 18 Mar 2021
Lloyd P. Blenman, Alberto Bueno-Guerrero and Steven P. Clark
University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law, IES Francisco Ayala and University of North Carolina (UNC) at Charlotte
Downloads 56 (1,017,159)
Citation 2

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Stochastic string, power option, pricing, hedging, Malliavin calculus

Bond Power Exchange Options

Posted: 05 May 2021
Lloyd P. Blenman
University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law

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Stochastic string, power option, pricing, hedging, Malliavin calculus.

4.

Transition Economy and Equity Home Bias: The Case of Vietnam

Quarterly Journal of Finance and Accounting, Vol. 51, No. 3-4, pp. 107-148, December 2014.
Number of pages: 50 Posted: 28 Dec 2014 Last Revised: 17 May 2017
Lloyd P. Blenman and Ben Le
University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law and University of Tennessee, Martin
Downloads 89 (747,755)
Citation 2

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Equity Home Bias, Vietnam, Turnover Rate, Foreign Ownership,Transition Economy

5.

Organizing a Successful Academic Finance Conference: Thoughts, Heuristics and Statistical Evidence

Number of pages: 32 Posted: 05 Nov 2015
Lloyd P. Blenman, Ting-Heng Chu, Timothy Perry and Larry J. Prather
University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law, East Tennessee State University - College of Business and Technology, University of Tennessee, Martin and Southeastern Oklahoma State University
Downloads 79 (809,932)

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finance conferences, conference planning, academic conferences

6.

Valuation of an Option to Exchange one Powered Bond for Another

Number of pages: 30 Posted: 08 Jul 2021
Lloyd P. Blenman and Alberto Bueno-Guerrero
University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law and IES Francisco Ayala
Downloads 66 (907,769)

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Stochastic string, power option, pricing, hedging, Malliavin calculus

7.

[enter Paper Title] Political Risks, Excess and Carry Trade Returns in Global Markets

Posted: 15 Jun 2021
Lloyd P. Blenman
University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law

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Political Risk, Sovereign Risk, Exchange Rates, Volatility, Carry Trade Returns

8.

Measuring Liquidity Risk Effects on Carry Trades across Currencies and Regimes

Posted: 09 Mar 2021
Lloyd P. Blenman
University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law

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FX Liquidity Risk, Carry Trade Returns, Liquidity Risk Premium, Safe-haven Currencies, Principal Component Analysis

9.

Power Exchange Options

Finance Research Letters, Vol. 2, No. 2, 2005
Posted: 28 Dec 2014
Lloyd P. Blenman and Steven P. Clark
University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law and University of North Carolina (UNC) at Charlotte

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Exotic options, Exchange options, Power options

10.

Options With Constant Underlying Elasticity in Strikes

Review of Derivatives Research, Vol. 8, No. 2, 2005
Posted: 28 Dec 2014
Lloyd P. Blenman and Steven P. Clark
University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law and University of North Carolina (UNC) at Charlotte

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exotic options, exercise price uncertainty, nonlinear payoff options

11.

Banking and Capital Markets: New International Perspectives

BANKING AND CAPITAL MARKETS, World Scientific Publishing, 2010
Posted: 28 Jul 2010 Last Revised: 26 Aug 2010
Lloyd P. Blenman, Harold A. Black and Edward J. Kane
University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law, University of Tennessee, Knoxville - Department of Finance and Boston College - Department of Finance

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Financial Crises, Bank Lending, Corporate Governance, Equity Costs, International Joint Ventures, Value-at-Risk, Cross-Border Acquisitions, Cross-Country Listings, Buyout Activity, Spillover Effects

12.

Interest Rate Parity and the Behavior of the Bid-Ask Spread

Journal of Financial Research, Vol. 22, No. 2, p. 189, Summer 1999
Posted: 07 Nov 2006 Last Revised: 10 May 2010
Henock Louis, Lloyd P. Blenman and Janet S. Thatcher
Pennsylvania State University - Smeal College of Business, University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law and University of Wisconsin - Whitewater

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Interest rate parity, bid-ask spread, Foreign exchange

13.

Synthetic Trades and Calendar Day Patterns: The Case of the Dollar/Sterling Markets

Posted: 23 Aug 2001
Lloyd P. Blenman and Janet S. Thatcher
University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law and University of Wisconsin - Whitewater

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