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The efficiency of stock and options markets: tests based on 1992 UK election opinion polls

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References

1973The Pricing of Options and Corporate Liabilities29,064 cited
1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
1976The pricing of commodity contracts2,859 cited
1980The Extreme Value Method for Estimating the Variance of the Rate of Return1,946 cited
1991S&P 100 Index Option Volatility135 cited
1992Political risk and market efficiency: Tests based in British stock and options markets in the 1987 election134 cited
1984Option Pricing: Theory and Applications.51 cited

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1999Volatility forecasting in the framework of the option expiry cycle32 cited

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