Don M. Chance

Louisiana State University, Baton Rouge - Department of Finance

2163 CEBA

Baton Rouge, LA 70803

United States

Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration

James C. Flores Enowed Chair for MBA Studies

Baton Rouge, LA 70803-6308

United States

http://www.bus.lsu.edu/academics/finance/faculty/dchance/

  • Louisiana State University, Baton Rouge - Department of Finance

  • Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration

    • Tel: 225-578-0372
    • Fax: 225-578-6366
SCHOLARLY PAPERS

27

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7

CROSSREF CITATIONS

21

Scholarly Papers (27)

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1.

Swaptions and Options

Virginia Tech Department of Finance Working Paper No. 01-5
Number of pages: 28 Posted: 29 Nov 2001
Don M. Chance
Louisiana State University, Baton Rouge - Department of Finance
Downloads 1,785 (14,295)

Abstract:

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swaptions, options

2.

A Synthesis of Binomial Option Pricing Models for Lognormally Distributed Assets

Downloads 1,007 ( 33,418)
Citation 6

A Synthesis of Binomial Option Pricing Models for Lognormally Distributed Assets

Number of pages: 47 Posted: 11 Mar 2007 Last Revised: 04 Feb 2008
Don M. Chance
Louisiana State University, Baton Rouge - Department of Finance
Downloads 788 (46,202)
Citation 15

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options, binomial model, option pricing

A Synthesis of Binomial Option Pricing Models for Lognormally Distributed Assets

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 18, No. 1, 2008
Number of pages: 19 Posted: 09 Dec 2015
Don M. Chance
Louisiana State University, Baton Rouge - Department of Finance
Downloads 219 (203,352)

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3.

Expensing Executive Stock Options: Sorting Out the Issues

Number of pages: 73 Posted: 15 Sep 2004
Don M. Chance
Louisiana State University, Baton Rouge - Department of Finance
Downloads 746 (50,474)
Citation 11

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Options, stock options, accounting, FASB, executive stock options, employee stock options

4.

FI-nance or Fi-NANCE: How 100 Experts Pronounce the Word

Number of pages: 20 Posted: 26 Jul 2018 Last Revised: 21 Sep 2018
Don M. Chance
Louisiana State University, Baton Rouge - Department of Finance
Downloads 653 (60,103)

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finance, etymology, pronunciation

5.

A Comparison of Alternative Bivariate Normal Probability Estimation Procedures for Compound and Min-Max Options

Virginia Tech Working Paper No. 99-1
Number of pages: 25 Posted: 21 Oct 1999
Senay Agca and Don M. Chance
George Washington University - School of Business, Department of Finance and Louisiana State University, Baton Rouge - Department of Finance
Downloads 562 (72,705)

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6.

Private Information and the Exercise of Executive Stock Options

Number of pages: 45 Posted: 28 Sep 2005 Last Revised: 30 Oct 2007
Robert Brooks, Don M. Chance and Brandon N. Cline
University of Alabama - Department of Economics, Finance and Legal Studies, Louisiana State University, Baton Rouge - Department of Finance and Mississippi State University
Downloads 559 (73,213)
Citation 7

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Executive stock options, stock options, option exercises, private information, executive compensation, insider trading, insider information

7.

Expected Utility Valuation of Executive Stock Options in a Binomial Framework: A Comparative Analysis

Number of pages: 44 Posted: 04 Jul 2004
Don M. Chance and Tung-Hsiao Yang
Louisiana State University, Baton Rouge - Department of Finance and National Chung Hsing University
Downloads 332 (134,294)

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Options, employee options, stock options, executive stock options

8.

Bragging Rights: Does Corporate Boasting Imply Value Creation?

Number of pages: 61 Posted: 26 Mar 2018
Pratik Kothari, Don M. Chance and Stephen P. Ferris
Oakland University - Department of Accounting and Finance, Louisiana State University, Baton Rouge - Department of Finance and University of Missouri at Columbia - Department of Finance
Downloads 257 (175,458)

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shareholder wealth, shareholder value, shareholder wealth maximization, abnormal returns, accounting performance, textual analysis, press releases, annual report

9.

The Impact of Computational Error on the Volatility Smile

Number of pages: 41 Posted: 04 Apr 2013
Don M. Chance, Thomas A. Hanson, Weiping Li and Jayaram Muthuswamy
Louisiana State University, Baton Rouge - Department of Finance, Butler University - Lacy School of Business, Civil Aviation Flight University of China and Kent State University
Downloads 231 (193,733)
Citation 2

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Black-Scholes-Merton model, option pricing, implied volatility, volatility, volatility smile, computational finance, options

10.

Pricing an Option on a Non-Decreasing Asset Value: An Application to Movie Revenue

Number of pages: 44 Posted: 18 Dec 2005
Don M. Chance, Eric T. Hillebrand and Jimmy E. Hilliard
Louisiana State University, Baton Rouge - Department of Finance, Aarhus University - CREATES and Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration
Downloads 224 (199,498)
Citation 1

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option pricing, gamma process, risk management, movie revenues, non-decreasing process, Bayesian update

11.

Microsoft's Employee Option Transfer Program

Number of pages: 45 Posted: 08 Mar 2006
Don M. Chance
Louisiana State University, Baton Rouge - Department of Finance
Downloads 219 (203,721)

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employee options, compensation, incentives

12.

The Cross-Section of Individual Equity Option Returns

Number of pages: 114 Posted: 12 Oct 2021 Last Revised: 11 Apr 2022
Mobina Shafaati, Don M. Chance and Robert Brooks
Old Dominion University, Louisiana State University, Baton Rouge - Department of Finance and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 207 (214,700)

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Individual equity options, cross-section of delta-hedged option returns, big data, shrinkage, model uncertainty, model averaging *

13.

Covered Calls on the S&P 500: Resolution of an Anomaly

Number of pages: 45 Posted: 20 Mar 2018
Robert Brooks, Don M. Chance and Michael Lee Hemler
University of Alabama - Department of Economics, Finance and Legal Studies, Louisiana State University, Baton Rouge - Department of Finance and University of Notre Dame - Department of Finance (deceased)
Downloads 180 (242,893)

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options, call options, covered call writing, performance evaluation, alpha

14.

The Valuation of Executive Stock Options when Executives Can Influence the Payoffs

Number of pages: 44 Posted: 12 Sep 2007 Last Revised: 05 Feb 2008
Tung-Hsiao Yang and Don M. Chance
National Chung Hsing University and Louisiana State University, Baton Rouge - Department of Finance
Downloads 178 (245,214)
Citation 3

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Managerial effort, stock option, expected utility model

15.

Consecutive Identical Returns and the Stanford Group Scandal

Number of pages: 10 Posted: 07 Jan 2010
Don M. Chance and Ashley Schexnaildre
Louisiana State University, Baton Rouge - Department of Finance and Louisiana State University, Baton Rouge - Department of Finance
Downloads 153 (278,207)

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stock returns, fraud, Ponzi scheme

16.

At-the-Money Stock Options, Incentives, and Shareholder Wealth

Number of pages: 45 Posted: 20 Nov 2007
Don M. Chance and Tung-Hsiao Yang
Louisiana State University, Baton Rouge - Department of Finance and National Chung Hsing University
Downloads 146 (289,056)

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executive stock options, stock options, executive compensation, incentives

17.

Taxation Without Replication

Number of pages: 29 Posted: 13 Aug 2006
Don M. Chance
Louisiana State University, Baton Rouge - Department of Finance
Downloads 139 (300,450)

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derivatives, index, replication, taxes

18.

A Documentative Look at Contract Approvals, Launches, and Successes in U. S. Futures Markets

Number of pages: 22 Posted: 05 Feb 2008
Don M. Chance
Louisiana State University, Baton Rouge - Department of Finance
Downloads 131 (314,420)

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futures markets, futures contracts, futures exchanges, options on futures

19.

Dividends on Unearned Shares and Corporate Payout Policy: An Analysis of Dividend Equivalent Rights

Number of pages: 53 Posted: 17 Aug 2016 Last Revised: 24 Apr 2019
Z. Tingting Jia and Don M. Chance
University of Arkansas at Little Rock and Louisiana State University, Baton Rouge - Department of Finance
Downloads 122 (331,309)

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Dividend Equivalent, Dividend Equivalent Right, Executive Compensation, Corporate Governance, Dividend Policy

20.

Experimental Evidence on Portfolio Size and Diversification: Your Mileage May Vary ... A Lot

Number of pages: 43 Posted: 10 Oct 2009 Last Revised: 29 Dec 2009
Don M. Chance, Andrei Shynkevich and Tung-Hsiao Yang
Louisiana State University, Baton Rouge - Department of Finance, Kent State University and National Chung Hsing University
Downloads 114 (347,623)

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diversification, portfolio size, number of securities, experimental finance

21.

An Empirical Analysis of Corporate Currency Risk Management Policies and Practices

Pacific-Basin Finance Journal, Vol. 47, 2018
Number of pages: 53 Posted: 22 Mar 2019
Sungjae F. Kim and Don M. Chance
Gardner-Webb University - Godbold School of Business and Louisiana State University, Baton Rouge - Department of Finance
Downloads 112 (351,896)

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currency risk management, derivatives, hedging

22.

Some Subtle Relationships and Results in Option Pricing

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 24, No. 1, 2014
Number of pages: 17 Posted: 31 Oct 2015
Robert Brooks and Don M. Chance
University of Alabama - Department of Economics, Finance and Legal Studies and Louisiana State University, Baton Rouge - Department of Finance
Downloads 101 (377,389)

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23.

The Effect of Executive Confidence, Ability, and Private Beliefs on the Valuation of Executive Stock Options

Number of pages: 42 Posted: 14 Mar 2011
Don M. Chance and Tung-Hsiao Yang
Louisiana State University, Baton Rouge - Department of Finance and National Chung Hsing University
Downloads 77 (445,252)

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executive stock options, executive compensation

24.

When Actions Speak Louder than Words: Currency Management in Non-Financial Corporations

Number of pages: 56 Posted: 30 Aug 2014
Sungjae F. Kim and Don M. Chance
Gardner-Webb University - Godbold School of Business and Louisiana State University, Baton Rouge - Department of Finance
Downloads 66 (483,585)

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currency risk management, derivatives, hedging

25.

The Alpha Bias in Asset Allocation Performance Measurement

Posted: 17 Jun 2011 Last Revised: 29 Dec 2014
Don M. Chance
Louisiana State University, Baton Rouge - Department of Finance

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asset allocation, beta, market timing, performance measurement

26.

State of Wisconsin Investment Board

Posted: 17 Oct 1998
Don M. Chance
Louisiana State University, Baton Rouge - Department of Finance

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27.

The 'Repricing' of Executive Stock Options

Posted: 28 Jul 1997
Don M. Chance, Raman Kumar and Rebecca B. Todd
Louisiana State University, Baton Rouge - Department of Finance, Virginia Tech - Pamplin College of Business and affiliation not provided to SSRN

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