1. [1]Barron's , "In the Money: The CBOE's Joe Sullivan Sees Fresh Growth Ahead for Options ," (1976 ), 3 -5 .
2. INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE-EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS
3. [3]Fisher Black , "What Happens When Options Start Trading ," Options Newsletter, (1975 ).
4. [4]B. Branch, A. Gleit, and H. Tamule , "On the Estimation Properties of Betas and Alphas ," unpublished working paper.
5. Measuring security price performance