Don M. Chance

Louisiana State University — United States

Economics, Econometrics and Finance · Social Sciences

25h-index2.5kcitations135works0.32yr avg
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Research Topics

Financial Markets and Investment Strategies(61), Stochastic processes and financial applications(37), Capital Investment and Risk Analysis(35), Corporate Finance and Governance(29), Financial Reporting and Valuation Research(24)

Publications135 total

Debt capacity and the ability to service the public debt: A discerning look at the credit quality of Uncle Sam
The Journal of Financial Research·2025
Kernel-Based Machine Learning for Option Pricing
The Journal of Derivatives·2025· 1 cited
Turn the Page: How Finance Knowledge Accumulates Over Time
SSRN Electronic Journal·2025Open Access
Decomposing the Systematic and Idiosyncratic Components of the Diffusive and Tail Risks in Individual Equity Options
SSRN Electronic Journal·2025Open Access
Flipping the Arbitrage: How Option Prices Imply Negative Interest Rates
SSRN Electronic Journal·2025Open Access
The Risk Management of COVID-19: Lessons from Financial Economics and Financial Risk Management
Journal of risk and financial management·2024· 1 citedOpen Access
The Class Certification of Exchange-Listed Options in Securities Class-Action Litigation
SSRN Electronic Journal·2024Open Access
A Capital Structure Perspective on the National Debt
SSRN Electronic Journal·2024Open Access
A new look at the left-handed advantage in baseball
International Journal of Performance Analysis in Sport·2023· 2 cited
... And Forwards Begat Options: How 17th Century Financial Engineering Dealt with the Tulipmania Crisis and Created a New Financial Instrument
SSRN Electronic Journal·2023· 1 citedOpen Access
The Cross-Section of Option Returns: Deriving Inferences in Sparse Models
SSRN Electronic Journal·2023Open Access
Dividends on Unearned Shares and Corporate Payout Policy: An Analysis of Dividend Equivalent Rights
Quarterly Journal of Finance·2022
Bragging rights: Does corporate boasting imply value creation?
Journal of Corporate Finance·2021· 2 cited
The Cross-Section of Individual Equity Option Returns
SSRN Electronic Journal·2021· 12 citedOpen Access
Conditional probability and the length of a championship series in baseball, basketball, and hockey
Journal of Sports Analytics·2020Open Access
Financial Risk Management: An End User Perspective
RePEc: Research Papers in Economics·2020Open Access
Does the Choice Between Listing on the NYSE Versus Nasdaq Matter? An Examination of Firms that Voluntarily Move from the NYSE to Nasdaq
Journal of Accounting and Finance·2019· 1 citedOpen Access
The “Superior Performance” of Covered Calls on the S&amp;P 500: <i>Rethinking an Anomaly</i>
The Journal of Derivatives·2019· 4 cited
An option pricing approach to corporate dividends and the capital investment financing decision
Review of Financial Economics·2019· 1 cited
Financial Risk Management
WORLD SCIENTIFIC eBooks·2019· 5 cited
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Frequent Co-authors

Raman Kumar(5), Stephen P. Ferris(5), Don R. Rich(5), Robert Brooks(4), Randall S. Billingsley(4), Stephen P. Ferris(3), Rebecca B. Todd(2), Michael L. Hemler(2), Brandon N. Cline(2), Tung‐Hsiao Yang(2), William R. Lane(1), Kuldeep Shastri(1), Stanley S. C. Huang(1), Paul J. Bolster(1), James Cicon(1), James V. Jordan(1), Eric Hillebrand(1), Jimmy E. Hilliard(1), Sungjae F. Kim(1), Şenay Ağca(1)