SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Put-Call Parity and Market Efficiency
8 references·16 citing·33 second hop
Put-Call Parity and Market Efficiency (1979)Put-Call Parity and Market EfficiencyTheory of rational option pricing (2005)Theory of rational option pri…Option Pricing: The American Put (1977)Option Pricing: The American …An analytic valuation formula for unprotected American call options on stocks with known dividends (1977)An analytic valuation formula…The Valuation of Uncertain Income Streams and the Pricing of Options (1976)The Valuation of Uncertain In…Option pricing (1976)Option pricingTheory of Rational Option Pricing (1973)Theory of Rational Option Pri…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES (1969)THE RELATIONSHIP BETWEEN PUT …The Market Value of Corporate Votes: Theory and Evidence from Option Prices (2013)The Market Value of Corporate…Liquidity and Arbitrage in Options Markets: A Survival Analysis Approach (2007)Liquidity and Arbitrage in Op…Put–call parity and cross-markets efficiency in the index options markets: evidence from the Italian market (2004)Put–call parity and cross-mar…Testing Market Efficiency Using Statistical Arbitrage with Applications to Momentum and Value Strategies (2003)Testing Market Efficiency Usi…Failure is an Option: Impediments to Short Selling and Options Prices (2003)Failure is an Option: Impedim…Pricing options using implied trees: Evidence from FTSE‐100 options (2002)Pricing options using implied…Efficiency Tests of the French Index (CAC 40) Options Market (2001)Efficiency Tests of the Frenc…Can the Market Add and Subtract? Mispricing in Tech Stock Carve-Outs (2001)Can the Market Add and Subtra…Put-call parity and the informational efficiency of the German DAX-index options market (2000)Put-call parity and the infor…Empirical tests of efficiency of the Italian index options market (2000)Empirical tests of efficiency…CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS1 (1996)CHOQUET PRICING FOR FINANCIAL…Put-call parity theory and an empirical test of the efficiency of the London Traded Options Market (1992)Put-call parity theory and an…The Value of Early Exercise in Option Prices: An Empirical Investigation (1991)The Value of Early Exercise i…Implied Interest Rates (1986)Implied Interest RatesEfficiency Tests of the Foreign Currency Options Market (1986)Efficiency Tests of the Forei…An ex ante analysis of put-call parity (1980)An ex ante analysis of put-ca…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The information content of option prices and a test of market efficiency (1978)A Quick Algorithm for Pricing European Average Options (1991)Striking oil: Another puzzle? (2008)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Dual Theory of Choice under Risk (1987)Subjective Probability and Expected Utility without Additivity (1989)An optimization approach to the dynamic allocation of economic capital (2004)Dynamic Capital Allocation With Distortion Risk Measures (2004)Subjective probability and expected utility without additivity (2004)Risk measurement with equivalent utility principles (2006)The Modern Corporation and Private Property (1933)Option pricing: A simplified approach (1979)Illiquidity and stock returns: cross-section and time-series effects (2002)The Role of Institutional Investors in Voting: Evidence from the Securities Lending Market (2012)The Importance of Shareholder Activism: The Case of Say‐on‐Pay (2015)The value of creditor control in corporate bonds (2016)Anticipated information releases reflected in call option prices (1979)Standard deviations implied in option prices as predictors of future stock price variability (1981)Valuation of American call options on dividend-paying stocks (1982)A SURVEY OF SOME NEW RESULTS IN FINANCIAL OPTION PRICING THEORY (1976)Negotiating a Market, Performing Theory: The Historical Sociology of a Financial Derivatives Exchange (2001)Options and Bubbles (2006)The Use of the Control Variate Technique in Option Pricing (1988)A Log-Transformed Binomial Numerical Analysis Method for Valuing Complex Multi-Option Investments (1991)The application of continuous-time random walks in finance and economics (2005)Implied Binomial Trees (1994)Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying (2001)The Adaptive Markets Hypothesis (2004)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1976The Valuation of Uncertain Income Streams and the Pricing of Options1,620 cited
  • 1976Option pricing473 cited
  • 1977An analytic valuation formula for unprotected American call options on stocks with known dividends378 cited
  • 1969THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES377 cited
  • 1977Option Pricing: The American Put209 cited

Cited by

  • 1996CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS1100 cited
  • 2013The Market Value of Corporate Votes: Theory and Evidence from Option Prices97 cited
  • 1986Efficiency Tests of the Foreign Currency Options Market74 cited
  • 2007Liquidity and Arbitrage in Options Markets: A Survival Analysis Approach66 cited
  • 1980An ex ante analysis of put-call parity65 cited
  • 2003Failure is an Option: Impediments to Short Selling and Options Prices62 cited
  • 2000Put-call parity and the informational efficiency of the German DAX-index options market57 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1986Implied Interest Rates52 cited
  • 2001Can the Market Add and Subtract? Mispricing in Tech Stock Carve-Outs51 cited
  • 2004Put–call parity and cross-markets efficiency in the index options markets: evidence from the Italian market51 cited
  • 1992Put-call parity theory and an empirical test of the efficiency of the London Traded Options Market47 cited
  • 1991The Value of Early Exercise in Option Prices: An Empirical Investigation44 cited
  • 2002Pricing options using implied trees: Evidence from FTSE‐100 options43 cited
  • 2003Testing Market Efficiency Using Statistical Arbitrage with Applications to Momentum and Value Strategies42 cited
  • 2001Efficiency Tests of the French Index (CAC 40) Options Market39 cited
  • 2000Empirical tests of efficiency of the Italian index options market35 cited