References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1973Theory of Rational Option Pricing8,060 cited
• 1995The Limits of Arbitrage5,282 cited
• 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market2,748 cited
• 1997Empirical Performance of Alternative Option Pricing Models2,708 cited
• 1994Implied Binomial Trees1,749 cited
• 1975Fact and Fantasy in the Use of Options1,021 cited
• 1989Inferring the Components of the Bid-Ask Spread: Theory and Empirical Tests949 cited
• 1993The Informational Content of Implied Volatility761 cited
• 1972THE VALUATION OF OPTION CONTRACTS AND A TEST OF MARKET EFFICIENCY718 cited
• 1976STANDARD DEVIATIONS OF STOCK PRICE RATIOS IMPLIED IN OPTION PRICES642 cited
• 1978The information content of option prices and a test of market efficiency485 cited
• 1969THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES377 cited
• 1982Valuation of American call options on dividend-paying stocks319 cited
• 199520 Testing option pricing models269 cited
• 1990Liquidity of the CBOE Equity Options