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ArticlePut-Call Parity and Market Efficiency

Robert C. Klemkosky1979

Article1979

Put-Call Parity and Market Efficiency

Robert C. Klemkosky · Bruce G. Resnick

147 citations·0/0 files stored·The Journal of Finance

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Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Risk and Volatility Modeling

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References

1973The Pricing of Options and Corporate Liabilities 1973Theory of Rational Option Pricing 2005Theory of rational option pricing 1976The Valuation of Uncertain Income Streams and the Pricing of Options 1976Option pricing 1977An analytic valuation formula for unprotected American call options on stocks with known dividends 1969THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES 1977Option Pricing: The American Put

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1996CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS1 2013The Market Value of Corporate Votes: Theory and Evidence from Option Prices 1986Efficiency Tests of the Foreign Currency Options Market 2007Liquidity and Arbitrage in Options Markets: A Survival Analysis Approach 1980An ex ante analysis of put-call parity 2003Failure is an Option: Impediments to Short Selling and Options Prices

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1976A SURVEY OF SOME NEW RESULTS IN FINANCIAL OPTION PRICING THEORYarticle · 6 shared references 1976An algebra for evaluating hedge portfoliosarticle · 6 shared references 1977An analytic valuation formula for unprotected American call options on stocks with known dividendsarticle · 5 shared references 1979Anticipated information releases reflected in call option pricesarticle · 5 shared references 1982Valuation of American call options on dividend-paying stocksarticle · 5 shared references 2003On the Robustness of Least-Squares Monte Carlo (LSM) for Pricing American Derivativesarticle · 5 shared references

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Year1979

Typearticle

Published1979-12-01

VenueThe Journal of Finance

ISSN-L0022-1082

Languageen

Citations147

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1111/j.1540-6261.1979.tb00061.x

openalex_workW1985545902

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2000

Put-call parity and the informational efficiency of the German DAX-index options market

1986Implied Interest Rates