Eliezer Z. Prisman

York University - Schulich School of Business

Nigel Martin Chair in Finance

4700 Keele Street

Toronto, Ontario M3J 1P3

Canada

SCHOLARLY PAPERS

14

DOWNLOADS

775

CITATIONS

2

Scholarly Papers (14)

1.

Term Structure Estimation - an Implied Norm Approach: Negative Option Prices - a Puzzle or Just Noise?

Number of pages: 48 Posted: 27 Jan 2000
Ioulia D. Ioffe, Alexandra E. Mackay and Eliezer Z. Prisman
University of Minnesota - Twin Cities - Carlson School of Management, University of Toronto, Rotman School of Management and York University - Schulich School of Business
Downloads 437 (64,981)

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2.

An Essay on Financial Innovations: The Case of Instalment Receipts

Number of pages: 36 Posted: 23 Mar 2002
Narat Charupat and Eliezer Z. Prisman
McMaster University - DeGroote School of Business and York University - Schulich School of Business
Downloads 214 (141,617)

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instalment receipts, financial innovations, secondary offerings, borrowing restrictions

3.

Non-Segmented Equilibria Under Differential Taxation: Evidence from the Canadian Government Bond Market

Number of pages: 32 Posted: 14 Oct 1999
Alexandra E. Mackay, Eliezer Z. Prisman and Yisong S. Tian
University of Toronto, Rotman School of Management, York University - Schulich School of Business and York University - Schulich School of Business
Downloads 110 (246,743)

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4.

Tax Effects in Canadian Equity Option Markets

Multinational Finance Journal, Vol. 1, No. 2, p. 101-122, 1997
Number of pages: 22 Posted: 10 Aug 2017
Moshe A. Milevsky and Eliezer Z. Prisman
York University - Schulich School of Business and York University - Schulich School of Business
Downloads 14 (554,193)

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Derivative Securities, Equity Options, Open Interest, Tax Arbitrage

5.

Regulator's Determination of Return on Equity in the Absence of Public Firms: The Case of Automobile Insurance in Ontario

Risk Management and Insurance Review, Vol. 18, Issue 2, pp. 199-216, 2015
Number of pages: 18 Posted: 24 Sep 2015
Fred Lazar and Eliezer Z. Prisman
York University - Schulich School of Business and York University - Schulich School of Business
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6.

Tailor Made Inflation Hedging

Posted: 03 Oct 1999
Andrew R. Aziz, Eliakim Katz and Eliezer Z. Prisman
Algorithmics Inc., Northern Illinois University - Department of Economics and York University - Schulich School of Business

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7.

The Value of Inflation Compensation and a Test for the Existence of an Inflation Risk Premium: Inferences from the UK Linked and Non-Linked Gilt Markets

Posted: 02 Oct 1999
Andrew R. Aziz and Eliezer Z. Prisman
Algorithmics Inc. and York University - Schulich School of Business

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8.

Corporate Investment, Dividend Decisions, Differential Taxation and the No-Arbitrage Condition

Posted: 06 Aug 1999
Kavous Ardalan and Eliezer Z. Prisman
Marist College - School of Management and York University - Schulich School of Business

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9.

A Potential Role for the Central Bank in Reducing Tax Arbitrage

Posted: 27 Dec 1998
Eliakim Katz and Eliezer Z. Prisman
Northern Illinois University - Department of Economics and York University - Schulich School of Business

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10.

Is There a Tax-Induced January Effect in the Canadian Equity Options Market?

Posted: 20 Dec 1998
Moshe A. Milevsky and Eliezer Z. Prisman
York University - Schulich School of Business and York University - Schulich School of Business

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11.

Valuation Operators in Incomplete Markets: The Puzzle of Pricing Callable Bonds

Posted: 10 Oct 1998
Alexandra E. Mackay and Eliezer Z. Prisman
University of Toronto, Rotman School of Management and York University - Schulich School of Business

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12.

From Utility Maximization to Arbitrage Pricing, and Back

Posted: 23 Apr 1998
Alexandra E. Mackay and Eliezer Z. Prisman
University of Toronto, Rotman School of Management and York University - Schulich School of Business

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Hedging and Pricing with Tax Law Uncertainty: Managing Under an Arkansas Best Doctrine

Posted: 08 Feb 1995
Moshe A. Milevsky and Eliezer Z. Prisman
York University - Schulich School of Business and York University - Schulich School of Business

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Hedging and Pricing with Tax Law Uncertainty: Managing Under an Arkansas Best Doctrine

The Quarterly Review Of Economics and Finance
Posted: 18 Dec 1997
Moshe A. Milevsky and Eliezer Z. Prisman
York University - Schulich School of Business and York University - Schulich School of Business

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14.

Immunization in Markets with Tax-Clientele Effects: Evidence from the Canadian Market

J of Financial and Quantitative Analysis, Vol. 29 No. 2, June 1994
Posted: 15 Jun 1994
Eliezer Z. Prisman and Yisong S. Tian
York University - Schulich School of Business and York University - Schulich School of Business

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