Options Trading and the CAPM
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/17/1/207/5397803/hhg026.pdf
Reference57 articles.
1. The Theory of Syndicates and Linear Sharing Rules
2. Asymmetric Information and Options
3. Do Call Prices and the Underlying Stock Always Move in the Same Direction?
4. A Critique of Size-Related Anomalies
5. Insider and Liquidity Trading in Stock and Options Markets
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