Options, Short Sales, and Market Completeness

Author:

FIGLEWSKI STEPHEN,WEBB GWENDOLYN P.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference20 articles.

1. Spanning the state space with options;Arditti;Journal of Financial and Quantitative Analysis,1980

2. The relationship between return and market value of common stocks;Banz;Journal of Financial Economics,1981

3. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973

4. Short interest: Explanations and tests;Brent;Journal of Financial and Quantitative Analysis,1990

5. The price effect of option introduction;Conrad;Journal of Finance,1989

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