Steven Manaster

Economics, Econometrics and Finance · Social Sciences

15h-index4.8kcitations24works0.02yr avg
OpenAlex↗Google Scholar↗

Accepting Students?

No reports yet. Know if this professor is taking students?

Research Topics

Financial Markets and Investment Strategies(18), Corporate Finance and Governance(9), Auditing, Earnings Management, Governance(6), Stochastic processes and financial applications(5), Financial Reporting and Valuation Research(4)

Publications24 total

Migration of price discovery in semiregulated derivatives markets
Journal of Futures Markets·2006· 18 cited
Life in the Pits: Competitive Market Making and Inventory Control
SSRN Electronic Journal·1998· 22 citedOpen Access
Life in the Pits: Competitive Market Making and Inventory Control
Review of Financial Studies·1996· 222 cited
The tax-timing option and the discounts on closed-end investment companies
Insurance Mathematics and Economics·1993
Equilibrium treasury bond futures pricing in the presence of implicit delivery options
Journal of Futures Markets·1991· 15 cited
The Tax-Timing Option and the Discounts on Closed-End Investment Companies
The Journal of Business·1991· 100 cited
Initial Public Offerings and Underwriter Reputation
The Journal of Finance·1990· 2.5k cited
Initial Public Offerings and Underwriter Reputation
The Journal of Finance·1990· 9 cited
Initial Public Offerings and Underwriter Reputation
The Journal of Finance·1990· 36 cited
Initial Public Offerings and Underwriter Reputation
The Journal of Finance·1990· 405 citedOpen Access
Initial Public Offerings and Underwriter Reputation
The Journal of Finance·1990· 43 cited
Implicit delivery options and optimal delivery strategies for financial futures contracts
Journal of Financial Economics·1986· 55 cited
The quality option implicit in futures contracts
Journal of Financial Economics·1984· 95 cited
A general model of employment contracting : an application of option theory
Salomon Brothers Center for the Study of Financial Institutions, Graduate School of Business Administration, New York University eBooks·1983· 1 cited
Option Prices as Predictors of Equilibrium Stock Prices
The Journal of Finance·1982· 142 cited
Option Prices as Predictors of Equilibrium Stock Prices
The Journal of Finance·1982· 404 cited
The Calculation of Implied Variances from the Black-Scholes Model: A Note
The Journal of Finance·1982· 23 cited
The Calculation of Implied Variances from the Black‐Scholes Model: A Note
The Journal of Finance·1982· 107 cited
Hedging Against Commodity Price Inflation: Stocks and Bills as Substitutes for Futures Contracts
The Journal of Business·1982· 11 cited
Tests of the Black-Scholes and Cox Call Option Valuation Models: Discussion
The Journal of Finance·1980· 8 cited
page 1 of 2Next →

Frequent Co-authors

Richard Carter(5), Gerald D. Gay(4), Richard J. Rendleman(2), Steven C. Mann(2), Gary J. Kœhler(2), James A. Brickley(2), James S. Schallheim(2), Donald P. Chiras(1), Anthony Hall(1), Paul Kofman(1), John M. Abowd(1)