Forthcoming Articles

Real Options Analysis and the Assumptions of Corporate Finance: A Non-Technical Review
Tom Arnold
University of Richmond, U.S.A.
Richard L. Shockley
Indiana University, U.S.A.
 

Some Important Issues Involving Real Options: An Overview
Gordon Sick
University of Calgary, Canada
Andrea Gamba
University of Verona, Italy

Corporate Finance and the (In)efficient Exercise of Real Options
Bart M. Lambrecht
Lancaster University Management School, U.K.
Grzegorz Pawlina
Lancaster University Management School, U.K.

Supply Chain Coordination and Performance Management with Real Options Based Relationships
Blake Johnson
Stanford University, U.S.A.

From Expected Cash Flows to Real Options
Thomas E. Copeland
MIT, U.S.A.

Flexibility and Games in Strategic Investment
Han T.J. Smit
Erasmus University Rotterdam, Netherlands
Lenos Trigeorgis
University of Cyprus, Cyprus

Continuous-time Option Games: Review of Models and Extensions

Marco Antonio Guimar es Dias

PUC-Rio, Brazil

José Paulo Teixeira

PUC-Rio, Brazil

Asymmetric Information and Irreversible Investments: an Auction Model
Jøril Mæland
Norwegian School of Economics and Business Administration, Norway

Was there Abnormal Trading in the S&P 500 Index Options Prior to the September 11 Attacks?
Wing-Keung Wong
Hong Kong Baptist University, China
Howard E. Thompson
University of Wisconsin-Madison, USA
Kweehong Teh
National University of Singapore, Singapore
 

The Role of Realised Volatility in the Athens Stock Exchange
Dimitrios D. Thomakos
University of Peloponnese, Greece and Rimini Centre for Economic Analysis, Italy
Michail S. Koubouros
City College and University of Liverpool, UK

Heterogeneous Basket Options Pricing Using Analytical Approximations
Georges Dionne
HEC Montréal, Canada
Geneviève Gauthier
HEC Montréal, Canada
Nadia Ouertani
ISCAE Manouba University, Tunisia
Nabil Tahani
York University, Canada

The Effect of Extreme Markets on the Benefits of International Portfolio Diversification

Daniella Acke

University of Bristol, UK

Nigel W. Duck

University of Bristol, UK

Taxation, Dividend Payments and Ex-Day Price-Changes
Sven-Olov Daunfeldt
University of Gävle, Sweden
Carina Selander
Umeå University, Sweden
Magnus Wikström
Umeå University, Sweden