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The economic benefits and risks of derivative securities
8 references·0 citing·34 second hop
The economic benefits and risks of derivative securities (1997)The economic benefits and risks of deriva…Big bets gone bad : derivatives and bankruptcy in Orange County (1995)Big bets gone bad : derivativ…Continuous-Time Finance. (1991)Continuous-Time Finance.Arbitrage, Short Sales, and Financial Innovation (1991)Arbitrage, Short Sales, and F…Options, Futures, and Other Derivative Securities. (1990)Options, Futures, and Other D…Option listing and stock returns (1990)Option listing and stock retu…An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies (1987)An Analysis of the Implicatio…The Fantastic World of Finance: Progress and the Free Lunch (1979)The Fantastic World of Financ…Options and Efficiency (1976)Options and EfficiencyThe Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)A General Equilibrium Analysis of Option and Stock Market Interactions (1991)Stock price clustering on option expiration dates (2005)Theory of rational option pricing (2005)Options trading activity and firm valuation (2009)The Role of Securities in the Optimal Allocation of Risk-bearing (1973)The arbitrage theory of capital asset pricing (1976)A Theory of Mutual Funds: Optimal Fund Objectives and Industry Organization (2001)Capital Structure and Equity Liquidity (2008)Can financial innovation succeed by catering to behavioral preferences? Evidence from a callable options market (2018)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The changing nature of debt and equity; a financial perspective (1989)DYNAMIC SPANNING: ARE OPTIONS AN APPROPRIATE INSTRUMENT?1 (1996)Trading in Derivatives When the Underlying is Scarce (2012)Information and Competitive Price Systems (1976)The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities (1977)Who Should Buy Portfolio Insurance? (1980)Futures-Trading Activity and Stock Price Volatility (1992)Convergence trading with wealth effects: an amplification mechanism in financial markets (2001)The big, bad wolf and the rational market: portfolio insurance, the 1987 crash and the performativity of economics (2004)Marketing derivatives: a question of trust (1997)Failures in risk management (2000)Orange County Bankruptcy: Financial Contagion in the Municipal Bond and Bank Equity Markets (2004)Recovering Risk Aversion from Option Prices and Realized Returns (2000)Spanning and derivative-security valuation (2000)Neglected risks, financial innovation, and financial fragility (2011)Optimal consumption and portfolio policies when asset prices follow a diffusion process (1989)Backward Stochastic Differential Equations in Finance (1997)An Engine, Not a Camera (2006)5 Stochastic volatility (1996)Statistical aspects of ARCH and stochastic volatility (1996)Monte Carlo methods for security pricing (1997)
this work references cited by second hop

References

  • 1991Continuous-Time Finance.1,788 cited
  • 1990Options, Futures, and Other Derivative Securities.1,227 cited
  • 1976Options and Efficiency830 cited
  • 1987An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies280 cited
  • 1990Option listing and stock returns214 cited
  • 1991Arbitrage, Short Sales, and Financial Innovation162 cited
  • 1995Big bets gone bad : derivatives and bankruptcy in Orange County56 cited
  • 1979The Fantastic World of Finance: Progress and the Free Lunch42 cited

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