Tucker Alan L

Alan L Tucker

Information about the author Alan L Tucker will soon be added to the site.
Found 4 papers in total
Pricing CRB futures contracts
Pricing CRB futures contracts
1990
This study provides a valuation model to price Commodity Research Bureau Index futures...
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...
The shareholder wealth effects of corporate greenmail
The shareholder wealth effects of corporate greenmail
1988
In this study, the abnormal return dynamics of firms undertaking premium targeted...
Empirical tests of the efficiency of the currency option market
Empirical tests of the efficiency of the currency option market
1985
Tests of a hedge and a rational boundary of the efficiency of the currency option...
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