Tom Arnold
Tom Arnold
Robins School of Business, University of Richmond
Verified email at
Cited by
Cited by
Merging markets
T Arnold, P Hersch, JH Mulherin, J Netter
The Journal of finance 54 (3), 1083-1107, 1999
The information content of short interest: A natural experiment
T Arnold, AW Butler, TF Crack, Y Zhang
The Journal of Business 78 (4), 1307-1336, 2005
The effects of ambiguous information on initial and subsequent IPO returns
T Arnold, RPH Fishe, D North
Financial Management 39 (4), 1497-1519, 2010
Impact: what influences finance research?
T Arnold, AW Butler, TF Crack, A Altintig
The Journal of Business 76 (2), 343-361, 2003
Using the WACC to value real options
T Arnold, TF Crack
Financial Analysts Journal 60 (6), 78-82, 2004
Option pricing in the real world: a generalized binomial model with applications to real options
T Arnold, TF Crack
Available at SSRN 240554, 2000
Value creation at Anheuser‐Busch: A real options example
T Arnold, RL Shockley Jr
Journal of Applied Corporate Finance 14 (2), 52-61, 2001
Do option markets substitute for stock markets? Evidence from trading on anticipated tender offer announcements
T Arnold, G Erwin, L Nail, T Nixon
International Review of Financial Analysis 15 (3), 247-255, 2006
Speculation or insider trading: Informed trading in options markets preceding tender offer announcements
T Arnold, GR Erwin, LA Nail, T Bos
Available at SSRN 234797, 2000
Tick size and limit order execution: An examination of stock splits
TM Arnold, M Lipson
Department of Banking and Finance, 1997
Do ADRs enhance portfolio performance for a domestic portfolio? Evidence from the 1990s
T Arnold, L Nail, TD Nixon
Research in International Business and Finance 18 (3), 341-359, 2004
A simplified approach to understanding the Kalman filter technique
T Arnold, MJ Bertus, J Godbey
The Engineering Economist 53 (2), 140-155, 2008
A randomized, double-blind, placebo-controlled trial of a highly purified equine F (ab) 2 antibody black widow spider antivenom
RC Dart, G Bogdan, K Heard, BB Bartelson, W Garcia-Ubbelohde, S Bush, ...
Annals of Emergency Medicine 61 (4), 458-467, 2013
Finding Firm Value without a Pro Forma Analysis (corrected)
T Arnold, J James
Financial Analysts Journal 56 (2), 77-84, 2000
Implied binomial trees in Excel without VBA
T Arnold, TF Crack, A Schwartz
Journal of Financial Education, 37-54, 2006
Real options analysis and the assumptions of the NPV rule
T Arnold, R Shockley
Baton Rouge, LA, USA, 2002
Trade credit: a real option for bootstrapping small firms
DA Bosse, T Arnold
Venture Capital 12 (1), 49-63, 2010
Valuing real options using implied binomial trees and commodity futures options
T Arnold, TF Crack, A Schwartz
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2007
Visualizing the stochastic calculus of option pricing with Excel and VBA
T Arnold, SC Henry
Journal of Applied Finance 13 (1), 56, 2003
A pragmatic guide to real options
T Arnold
Springer, 2014
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