The Price Effect of Option Introduction
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1989.tb05068.x/fullpdf
Reference18 articles.
1. The Pricing of Options and Corporate Liabilities;Fischer;Journal of Political Economy,May 1973
2. The Information Content of Option Prices and a Test of Market Efficiency;Donald;Journal of Financial Economics,September 1978
3. The Stochastic Behavior of Common Stock Variances: Value, Leverage and Interest Rate Effects;Andrew;Journal of Financial Economics,December 1982
4. Information Aggregation in a Noisy Rational Expectations Economy;Douglas;Journal of Financial Economics,September 1981
5. A Note on the Market Model and the Two-Parameter Model;Eugene;Journal of Finance,December 1973
Cited by 182 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
1. Contingent Claims and Hedging of Credit Risk with Equity Options;The Review of Asset Pricing Studies;2024-03-08
2. Greenhouse Gas and Energy Flux Measurements with Eddy Covariance Technique Under Lowland Rice Ecology;Advances in Global Change Research;2024
3. The Market for 0-Days-to-Expiration: The Role of Liquidity Providers in Volatility Attenuation;2024
4. The Impact of Derivatives on Spot Markets: Evidence from the Introduction of Bitcoin Futures Contracts;Management Science;2023-11
5. Information Spillover and Corporate Policies: The Case of Listed Options;Journal of Financial and Quantitative Analysis;2023-10-17
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3