Author Page for Eliezer Z. Prisman

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 477 (128,559)

Abstract:

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 313 (206,690)

Abstract:

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 154 (407,687)

Abstract:

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 98 (577,218)

Citation 1

Abstract:

5.

High-order Hazard Functions and Treatment Choice

Number of pages: 19 Posted: 09 Apr 2025

Elie Appelbaum and Eliezer Z. Prisman

York University and York University - Schulich School of Business

Downloads 15 (1,216,070)

Abstract:

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

Abstract:

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

Abstract:

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

Abstract:

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

Abstract:

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

Abstract:

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

Abstract:

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

Abstract:

13.

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

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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

Abstract:

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

Abstract:

14.

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

Posted: 15 Jun 1994

Eliezer Z. Prisman and Yisong S. Tian

York University - Schulich School of Business and York University - Schulich School of Business

Eliezer Z. Prisman

York University - Schulich School of Business

Nigel Martin Chair in Finance

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Scholarly Papers (14)

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

Abstract:

An Essay on Financial Innovations: The Case of Instalment Receipts

Abstract:

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

Abstract:

Tax Effects in Canadian Equity Option Markets

Abstract:

High-order Hazard Functions and Treatment Choice

Abstract:

Tailor Made Inflation Hedging

Abstract:

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

Abstract:

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

Abstract:

A Potential Role for the Central Bank in Reducing Tax Arbitrage

Abstract:

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

Abstract:

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

Abstract:

From Utility Maximization to Arbitrage Pricing, and Back

Abstract:

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

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

Abstract:

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

Abstract:

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

Abstract: