| Was there a US house price bubble? An econometric analysis using national and regional panel data SP Clark, TD Coggin The Quarterly Review of Economics and Finance 51 (2), 189-200, 2011 | 121 | 2011 |
| Trends, cycles and convergence in US regional house prices SP Clark, TD Coggin The Journal of Real Estate Finance and Economics 39, 264-283, 2009 | 116 | 2009 |
| Returns in trading versus non-trading hours: The difference is day and night MA Kelly, SP Clark Journal of Asset Management 12, 132-145, 2011 | 105 | 2011 |
| Land development: Risk, return and risk management RJ Buttimer Jr, SP Clark, SH Ott The Journal of Real Estate Finance and Economics 36 (1), 81-102, 2008 | 57 | 2008 |
| Power exchange options LP Blenman, SP Clark Finance Research Letters 2 (2), 97-106, 2005 | 52 | 2005 |
| Diversification in the financial services industry: The Effect of the Financial Modernization Act FR Neale, PP Drake, SP Clark The BE Journal of Economic Analysis & Policy 10 (1), 2010 | 19 | 2010 |
| Options with constant underlying elasticity in strikes LP Blenman, SP Clark Review of Derivatives Research 8, 67-83, 2005 | 18 | 2005 |
| Are US stock prices mean reverting? Some new tests using fractional integration models with overlapping data and structural breaks SP Clark, TD Coggin Empirical Economics 40, 373-391, 2011 | 14 | 2011 |
| A real options model of real estate development with entitlement risk Y Cheng, SP Clark, KS Womack Real Estate Economics 49 (1), 106-151, 2021 | 12 | 2021 |
| Calibration of a commodity price model with unobserved factors: the case of real estate index futures LC Baran, RJ Buttimer, SP Clark Review of Futures Markets 16 (4), 455-469, 2008 | 12 | 2008 |
| Portfolio Diversification Effects of Catastrophe Bonds SP Clark, M Dickson, FR Neale Available at SSRN 2806432, 2016 | 11 | 2016 |
| On the convexity of value functions for a certain class of stochastic dynamic programming problem SP Clark, PC Kiessler Stochastic Analysis and Applications 20 (4), 783-789, 2002 | 8 | 2002 |
| Performance expectations of basic options strategies may be different than you think SP Clark, M Dickson Journal of Asset Management 20 (2), 91-102, 2019 | 7 | 2019 |
| Mean Reversion in Net Discount Ratios: A Study in the Context of Fractionally Integrated Models SP Clark, TD Coggin, FR Neale Journal of Risk and Insurance 75 (1), 231-247, 2008 | 5 | 2008 |
| EXERCISE PRICE UNCERTAINTY, RISK SCALING OPTIONS AND PAYOFF ALLOCATIONS. LP Blenman, SP Clark International Journal of Finance 19 (2), 2007 | 5 | 2007 |
| Idiosyncratic Risk, Governance and Equity Performance SP Clark, THD King, X Zhang 23rd Australasian Finance and Banking Conference, 2010 | 4 | 2010 |
| Regulatory Capture and Efficacy in Workers’ Compensation SP Clark, DC Marlett, FR Neale Journal of Risk and Insurance 85 (3), 663-694, 2018 | 3 | 2018 |
| A study of fractionally integrated time series using descriptive methods SP Clark, TD Coggin Applied Economics 50 (2), 172-186, 2018 | 3 | 2018 |
| A Reduced-Form Model for Valuing Bonds with Make-Whole Call Provisions M Park, SP Clark Applied Mathematical Finance 22 (6), 499-521, 2015 | 3 | 2015 |
| Corporate debt structure: The long and the short of it SP Clark, MC Park Journal of Corporate Accounting & Finance 34 (2), 149-165, 2023 | 2 | 2023 |
Lloyd BlenmanProfessor of Finance, University of North Carolina-CharlotteVerified email at uncc.edu
