Statistical tests of contingent-claims asset-pricing models-Reference-Cited by-同舟云学术

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Statistical tests of contingent-claims asset-pricing models

Published:1986-09 Issue:1 Volume:17 Page:143-173
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Lo Andrew W.

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference42 articles.

1. Transactions data tests of efficiency of the Chicago Board Options Exchange;Bhattacharya;Journal of Financial Economics,1983

2. Fact and fantasy in the use of options;Black;Financial Analysts Journal,1975

3. Fact and fantasy in the use of options;Black;Financial Analysts Journal,1975

4. Valuing corporate securities: Some effects of bond indenture provisions;Black;Journal of Finance,1976

Cited by 45 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

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