Antonio Camara

Oklahoma State University, Stillwater - College of Business Administration

201 Business

Stillwater, OK 74078-0555

United States

  • Oklahoma State University, Stillwater - College of Business Administration

SCHOLARLY PAPERS

20

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CITATIONS
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9

Scholarly Papers (20)

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1.

Performance Based Compensation and Direct Earnings Management

Number of pages: 40 Posted: 03 Dec 2007 Last Revised: 13 Mar 2009
Antonio Camara and Vicky Henderson
Oklahoma State University, Stillwater - College of Business Administration and University of Warwick
Downloads 735 (32,911)
Citation 2

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Compensation, stock price manipulation, earnings management, ESO

2.

A Clinical Study of the Probability of Default for Global Financial Firms Affected by the Subprime Mortgage Crisis

Number of pages: 51 Posted: 11 Aug 2005 Last Revised: 02 Oct 2009
Antonio Camara, Ivilina Popova and Betty J. Simkins
Oklahoma State University, Stillwater - College of Business Administration, Texas State University - San Marcos and Oklahoma State University - Stillwater - Department of Finance
Downloads 710 (34,493)
Citation 1

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bankruptcy risk, default probability, sub-prime mortgage crisis, option valuation, ratings, z-score, financial distress

3.

Option Implied Cost of Equity and Its Properties

Journal of Futures Markets, 29(7):599-629 .
Number of pages: 41 Posted: 05 Mar 2008 Last Revised: 23 Feb 2019
Antonio Camara, San-Lin Chung and Yaw-Huei Wang
Oklahoma State University, Stillwater - College of Business Administration, National Taiwan University - Department of Finance and UNSW
Downloads 511 (53,121)
Citation 1

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Cost of capital, Capital bugdeting, Fama/Franch three-factor model, Equilibrium option prices, Black-Scholes

4.

Asset Liquidity, Business Risk, and Beta

Number of pages: 61 Posted: 17 Mar 2009 Last Revised: 21 Aug 2009
Antonio Camara and Ali Nejadmalayeri
Oklahoma State University, Stillwater - College of Business Administration and University of Wyoming - College of Business
Downloads 381 (75,934)

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Multifactor Asset Pricing, Asset Liquidity, Business Risk, Cash holdings, Fama-French Factors

5.

Forward-Neutral Valuation Relationships for Options on Zero Coupon Bonds

Number of pages: 29 Posted: 07 Mar 2005 Last Revised: 14 Nov 2008
Antonio Camara
Oklahoma State University, Stillwater - College of Business Administration
Downloads 293 (102,009)

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6.

A New Simple Square Root Option Pricing Model

Journal of Futures Markets, Forthcoming.
Number of pages: 26 Posted: 27 Aug 2008 Last Revised: 19 Jan 2010
Antonio Camara and Yaw-Huei Wang
Oklahoma State University, Stillwater - College of Business Administration and UNSW
Downloads 239 (126,213)

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Option pricing, General equilibrium, SSROPM, Black-Scholes

7.

Expected Returns, Risk Premia, and Volatility Surfaces Implicit in Option Market Prices

Number of pages: 16 Posted: 21 Mar 2008 Last Revised: 14 Nov 2010
Antonio Camara, Timothy L. Krehbiel and Weiping Li
Oklahoma State University, Stillwater - College of Business Administration, Oklahoma State University, Stillwater and Oklahoma State University
Downloads 232 (130,044)
Citation 4

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Jump-diffusion, option prices, correlated jumps and diffusions, expected returns, risk premium, smile effect, term structure of implied volatilities

8.

Option Pricing for the Transformed Binomial Class

Journal of Futures Markets, Vol. 29, pp. 537-557, 2006
Number of pages: 38 Posted: 10 Aug 2005 Last Revised: 03 Sep 2008
Antonio Camara and San-Lin Chung
Oklahoma State University, Stillwater - College of Business Administration and National Central University at Taiwan - Department of Finance
Downloads 229 (131,692)
Citation 4

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Option pricing, binomial, transformed-normal

9.

Two Counters of Jumps

Journal of Banking and Finance, Forthcoming
Number of pages: 30 Posted: 24 Apr 2008 Last Revised: 02 Sep 2008
Antonio Camara
Oklahoma State University, Stillwater - College of Business Administration
Downloads 128 (219,092)
Citation 3

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10.

Jump-Diffusion Option Pricing without IID Jumps

Number of pages: 68 Posted: 14 Oct 2008
Antonio Camara and Weiping Li
Oklahoma State University, Stillwater - College of Business Administration and Oklahoma State University
Downloads 103 (256,509)

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11.

FX Risk Neutral Valuation Relationships for the Su Jump-Diffusion Family

Number of pages: 34 Posted: 28 Sep 2008 Last Revised: 05 Jun 2009
Antonio Camara
Oklahoma State University, Stillwater - College of Business Administration
Downloads 79 (303,325)

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12.

Closed-Form Option Pricing Formulas with Extreme Events

Journal of Futures Markets, Vol. 28, pp. 213-230, 2008
Posted: 04 Sep 2008
Antonio Camara and Steven L. Heston
Oklahoma State University, Stillwater - College of Business Administration and University of Maryland - Department of Finance

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13.

The Valuation of Options with Restrictions on Preferences and Distributions

Journal of Futures Markets, Vol. 21, pp. 1091-1117, 2001
Posted: 04 Sep 2008
Antonio Camara
Oklahoma State University, Stillwater - College of Business Administration

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14.

A Generalization of the Brennan-Rubinstein Approach for the Pricing of Derivatives

Journal of Finance, Vol. 58, pp. 805-820, 2003
Posted: 04 Sep 2008
Antonio Camara
Oklahoma State University, Stillwater - College of Business Administration

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15.

Option Prices Sustained by Risk-Preferences

Journal of Business, Vol. 78, No. 5, 2005
Posted: 04 Sep 2008
Antonio Camara
Oklahoma State University, Stillwater - College of Business Administration

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16.

Valuation of Event-Contingent Options

Journal of Financial Research, Vol. 29, No. 4, 2006
Posted: 04 Sep 2008
Antonio Camara
Oklahoma State University, Stillwater - College of Business Administration

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17.

Earnings-Based Bonus Compensation

Financial Review, Forthcoming
Posted: 04 Sep 2008
Antonio Camara
Oklahoma State University, Stillwater - College of Business Administration

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18.

The Pricing of Relative Performance Based Incentives for Executive Compensation

Journal of Business Finance and Accounting, Vol. 28, pp. 1115-1139, 2001
Posted: 03 Sep 2008
Antonio Camara
Oklahoma State University, Stillwater - College of Business Administration

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19.

An Extended Set of Risk Neutral Valuation Relationships for the Pricing of Contingent Claims

Review of Derivatives Research, Vol. 3, No. 1, 1999
Posted: 03 Sep 2008
Antonio Camara
Oklahoma State University, Stillwater - College of Business Administration

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20.

Displaced Jump-Diffusion Option Valuation

Journal of Derivatives, Vol. 17, No. 2, 2009, https://doi.org/10.3905/JOD.2009.17.2.041
Posted: 25 Apr 2008 Last Revised: 21 May 2019
Antonio Camara, Timothy L. Krehbiel and Weiping Li
Oklahoma State University, Stillwater - College of Business Administration, Oklahoma State University, Stillwater and Oklahoma State University

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