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- November 1984
- Background Note
Black-Scholes Option Pricing Program for the HP 12C Calculator
By: Andre F. Perold
Contains a program that can be used on the HP12C pocket calculator to compute the Black-Scholes option price and the associated hedge ratio. The program must be given the following parameters: the exercise price, the risk-free rate, the time to expiration, and the... View Details
- October 1984 (Revised July 2003)
- Case
At the T. Rowe Price Trading Desk (A)
By: Andre F. Perold
Describes the events surrounding the sale of a particular large block of a thinly traded stock. Brings the situation to the point at which the seller has received an offer, and must now decide what to do. View Details
- 1984
- Chapter
Macroeconomics and Finance: The Role of the Stock Market
By: Stanley Fischer and Robert C. Merton
- 1984
- Working Paper
Earnings Variability and Variance Bounds Tests for Rationality of Stock Market Prices
By: Robert C. Merton and Terry A. Marsh
- February 1984 (Revised February 1994)
- Background Note
Note on Options
By: David E. Bell
Keywords: Stock Options
- February 1984 (Revised January 1994)
- Teaching Note
Options Exercises and Note on Options, Teaching Note
By: David E. Bell
Keywords: Stock Options
- February 1984 (Revised January 1994)
- Exercise
Options Exercises
By: David E. Bell
Keywords: Stock Options
- 1983
- Working Paper
Aggregate Dividend Behavior and Its Implications for Tests of Stock Market Rationality
By: Terry A. Marsh and Robert C. Merton
- August 1983
- Background Note
Note on Replicating Options with Position on Stock and Cash
By: Andre F. Perold
- May 1983 (Revised December 1987)
- Case
Technical Data Corp.
Describes a decision confronting the president of a small company about selling some or all of the shares in his company to another firm. Technical Data Corp. provides analytical services to professional bond market traders over a system of computer terminals operated... View Details
- February 1983
- Article
Effects of Nominal Contracting on Stock Returns
By: K. French, G. W. Schwert and R. S. Ruback
- December 1981 (Revised September 1986)
- Case
Marriott Corp.
By: Thomas R. Piper
Marriott is considering the repurchase of ten million shares. This is apparently at odds with the financial policies that the Board of Directors passed two years earlier. Students must discuss why the policies were passed and why changes are now necessary. Includes a... View Details
- November 1981
- Article
Effects of Nominal Contracting on Stock Returns
By: K. French, G. W. Schwert and R. S. Ruback
- May – June 1981
- Article
Is Your Stock Worth Its Market Price?
By: W. E. Fruhan Jr. and Thomas R. Piper
- 1980
- Working Paper
Taxation and the Ex-dividend Day Behavior of Common Stock Prices
By: Jerry R. Green
The behavior of stock prices around ex-dividend days has been suggested as evidence for tax-induced clientele effects and as a means to estimate the average effective tax rate faced by investors. In this paper these possibilities are examined theoretically and... View Details
- 1980
- Working Paper
Components of Manufacturing Inventories: A Structural Model of the Production Process
By: Alan J. Auerbach and Jerry R. Green
This paper presents a structural model of production and inventory accumulation based on the hypothesis of cost minimization. It differs from previous attempts in several respects. First, it integrates the analysis of input inventories with output inventories, treating... View Details
- February 1979
- Background Note
Note on the Theory of Optimal Capital Structure
Examines the interrelationship between the maximization of the share value of a firm's common stock and the minimization of the firm's weighted average cost of capital. Presents a revised version of a case by J.W. Mullins, Jr. View Details
- January 1978
- Article
Pooling vs. Purchase: The Effects of Accounting for Mergers on Stock Prices
By: Robert S. Kaplan, Hai Hong and Gershon Mandelker