Submissions from 2024
The ABCs of Modified Bond Duration and WXYZs of Bond Convexity, Tom Arnold and Andrew C. Szakmary
Submissions from 2023
Required Minimum Distribution (RMD) Spreadsheet Calculators Based on the SECURE Act of 2022, Tom Arnold; John H. Earl, Jr.; and Cassandra D. Marshall
Submissions from 2022
Monte Carlo and Bootstrapping Carry Trade Simulations in Excel, Tom Arnold, C. Mitchell Conover, and Joseph Farizo
Required Minimum Distribution (RMD) Spreadsheet Calculators Based on the SECURE Act of 2019, Tom Arnold; John H. Earl, Jr.; and Cassandra D. Marshall
Social Security Decisions: Should Recipients Opt for Early Payments?, Tom Arnold; John H. Earl, Jr.; and Terry D. Nixon
Simplified Portfolio Optimization Using Cramer’s Rule in Excel, Tom Arnold, Joseph Farizo, and Terry D. Nixon
Submissions from 2021
Using Excel to Simulate a Financial Calculator and Excel TVM Formulas, Maura Alexander, Tom Arnold, and Joseph Farizo
Visual Timelines in Excel to Illustrate TVM Calculations, Maura Alexander, Tom Arnold, and Joseph Farizo
Visual Presentation of MIRR and MNPV Calculations, Tom Arnold and Joseph Farizo
Submissions from 2020
Chronic Disease Management: How IT and Analytics Create Healthcare Value Through the Temporal Displacement of Care, Steve M. Thompson, Johnathan Whitaker, Rajiv Kohli, and Craig Jones
Submissions from 2015
One-Step Bond Pricing, Tom Arnold
Submissions from 2014
How Large are the Benefits of Emerging Market Equities?, C. Mitchell Conover, Gerald R. Jensen, and Robert R. Johnson
Submissions from 2013
An Easy Method to Introduce MIRR into Introductory Finance Classes, Tom Arnold and Terry D. Nixon
Submissions from 2012
Salary Inversion in Business Schools: Does a Rising Tide Lift All Boats?, Tom Arnold, Raymond P.H. Fishe, and Adam Schwartz
Submissions from 2011
Putting Ratios into a Firm Value Context for Entrepreneurs and Entrepreneurship Students, Tom Arnold
Mixed Agendas and Government Regulation of Business: Can We Clean Up the Mess?, Tom Arnold and Jerry L. Stevens
Submissions from 2010
Maintaining a Flexible Payout Policy in a Mature Industry: The Case of Crown Cork and Seal in the Connelly Era, James Ang, Tom Arnold, C. Mitchell Conover, and Carol Lancaster
Real Options Analysis and the Assumptions of Corporate Finance: A Non-Technical Review, Tom Arnold and Richard L. Shockley Jr.
Submissions from 2008
A Simplified Approach to Understanding the Kalman Filter Technique, Tom Arnold, Mark J. Bertus, and Jonathan Godbey
Corruption, Foreign Direct Investment and the Cost of Doing Business in Vietnam, Tom Arnold and Bonnie Buchanan
Calculating the VIX in Excel, Tom Arnold and John H. Earl, Jr.
Debt Financing Does NOT Create Circularity Within Pro Forma Analysis, Tom Arnold and Peter C. Eisemann
Duration Measures for Corporate Project Valuation, Tom Arnold and David S. North
The Timeliness of Accounting Disclosures in International Security Markets, C. Mitchell Conover, Robert E. Miller, and Andrew Szakmary
An Examination of Value Line’s Long-term Projection, Andrew Szakmary, C. Mitchell Conover, and Carol Lancaster
Submissions from 2007
A Simple Model of Interest Rate Term Structure, Tom Arnold
Are Cover Stories Effective Contrarian Indicators?, Tom Arnold, John H. Earl, and David S. North
Submissions from 2006
Using GMM to Flatten the Option Volatility Smile, Tom Arnold
The Subtlety of Political Risk with Foreign Direct Investment: The Case of the Vietnamese Sugar Industry, Tom Arnold, Bonnie Buchanan, and Janice Lo
Implied Binomial Trees in Excel without VBA, Tom Arnold, Timothy Falcon Crack, and Adam Schwartz
Applying Altman's Z-Score in the Classroom, Tom Arnold and John H. Earl Jr.
Do Option Markets Substitute for Stock Markets?, Tom Arnold, Gayle Erwin, Lance Nail, and Terry D. Nixon
Adding Depth to the Discussion of Capital Budgeting Techniques, Tom Arnold and Terry D. Nixon
Getting More Out of Two Asset Portfolios, Tom Arnold and Terry D. Nixon
The Relationship Between the Value Effect and Industry Affiliation, John C. Banko, C. Mitchell Conover, and Gerald R. Jensen
Submissions from 2005
The Information Content of Short Interest: A Natural Experiment, Tom Arnold, Alexander W. Butler, Timothy Falcon Crack, and Y. Zhang
An Excel Application for Valuing European Options with Monte Carlo Analysis, Tom Arnold and Stephen C. Henry
Improving Pro Forma Analysis through Better Terminal Value Estimates, Tom Arnold, David S. North, and Roy A. Wiggins
Is Fed Policy Still Relevant for Investors?, C. Mitchell Conover, Gerald R. Jensen, Robert R. Johnson, and Jeffrey M. Mercer
Submissions from 2004
Understanding The Impact Of Financial Decisions on Financial Statements: A Pedagogical Note, Tom Arnold, LeRoy Brooks, and Terry D. Nixon
Interest Rate Parity in Excel, Tom Arnold and Bonnie Buchanan
Using the WACC to Value Real Options, Tom Arnold and Timothy Falcon Crack
Submissions from 2003
Impact: What Influences Finance Research?, Tom Arnold, Alexander W. Butler, Timothy Falcon Crack, and Ayca Altintig
Visualizing the Stochastic Calculus of Option Pricing with Excel and VBA, Tom Arnold and Stephen C. Henry
Finding Firm Value "Quickly" With an Analysis of Debt, Tom Arnold and Jerry James
Intuitive Black-Scholes Option Pricing with a Simple Table, Tom Arnold, Terry D. Nixon, and Richard L. Shockley Jr.
Beware of the Ides of March: The Demise of HIH Insurance, Bonnie Buchanan, Tom Arnold, and Lance Nail
Submissions from 2002
Advanced Portfolio Theory: Why Understanding the Math Matters, Tom Arnold
ADR Risk Characteristics and Measurement, Tom Arnold, Lance Nail, and Terry D. Nixon
Diversification Benefits from Foreign Real Estate Investment, C. Mitchell Conover, H. Swint Friday, and G. Stacy Sirmans
Submissions from 2000
An Analysis of the Cross Section of Returns for EREITs Using a Varying-Risk Beta Model, C. Mitchell Conover, H. Swint Friday, and Shelly W. Howton
Submissions from 1998
The Relationship Between Size and Return for Foreign Real Estate Investments, C. Mitchell Conover, H. Swint Friday, and Shelly W. Howton
How Much Is Purchasing Power Parity Worth?, Stefan C. Norrbin and C. Mitchell Conover