Peterson David R

David R Peterson

Information about the author David R Peterson will soon be added to the site.
Found 9 papers in total
Earnings forecast revisions associated with stock split announcements
Earnings forecast revisions associated with stock split announcements
1989
Recent studies document abnormal stock returns at stock split announcements. Three...
A TRANSACTION DATA STUDY OF DAY-OF-THE-WEEK AND INTRADAY PATTERNS IN OPTION RETURNS
A TRANSACTION DATA STUDY OF DAY-OF-THE-WEEK AND INTRADAY PATTERNS IN OPTION RETURNS
1990
In this study common stock, call, and put option returns from 1983 to 1985 are...
Security price reactions around product recall announcements
Security price reactions around product recall announcements
1986
This study presents an empirical, event‐time analysis of the financial impact...
An empirical test of an ex-ante model of the determination of stock return volatility
An empirical test of an ex-ante model of the determination of stock return volatility
1986
The assumption that changing expected cash flows and discount factors affect a...
Investor expectations of volatility increases around large stock splits as implied in call option premia
Investor expectations of volatility increases around large stock splits as implied in call option premia
1988
Recent studies find abnormal common stock price behavior associated with...
Evidence of a relation between stock price reactions around cash dividend changes and yields
Evidence of a relation between stock price reactions around cash dividend changes and yields
1988
Here, the relation between stock price reactions to announced dividend changes and the...
Tests of the Black-Scholes and constant elasticity of variance currency call option valuation models
Tests of the Black-Scholes and constant elasticity of variance currency call option valuation models
1988
An adaptation of the Cox‐Ross/Emanuel‐MacBeth call option valuation...
An empirical study of the diffusion process of securities and portfolios
An empirical study of the diffusion process of securities and portfolios
1984
The nature of the stochastic process generating the path of security prices through...
A MODEL OF HETEROGENEOUS EXPECTATIONS AS A DETERMINANT OF SHORT SALES
A MODEL OF HETEROGENEOUS EXPECTATIONS AS A DETERMINANT OF SHORT SALES
1984
This study examines the role of heterogeneous expectations as a determinant of short...
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