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On the efficiency of the gold options market
16 references·0 citing·23 second hop
On the efficiency of the gold options market (1984)On the efficiency of the gold options mar…Theory of rational option pricing (2005)Theory of rational option pri…Approximate option valuation for arbitrary stochastic processes (1982)Approximate option valuation …Standard deviations implied in option prices as predictors of future stock price variability (1981)Standard deviations implied i…Trading costs for listed options (1980)Trading costs for listed opti…Discretely adjusted option hedges (1980)Discretely adjusted option he…An Empirical Examination of the Black-Scholes Call Option Pricing Model (1979)An Empirical Examination of t…The information content of option prices and a test of market efficiency (1978)The information content of op…Tests of Market Efficiency of the Chicago Board Options Exchange (1977)Tests of Market Efficiency of…THE IMPACT ON OPTION PRICING OF SPECIFICATION ERROR IN THE UNDERLYING STOCK PRICE RETURNS (1976)THE IMPACT ON OPTION PRICING …STANDARD DEVIATIONS OF STOCK PRICE RATIOS IMPLIED IN OPTION PRICES (1976)STANDARD DEVIATIONS OF STOCK …Option pricing (1976)Option pricingOption pricing when underlying stock returns are discontinuous (1976)Option pricing when underlyin…Theory 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 Valuation of Option Contracts and a Test of Market Efficiency (1972)The Valuation of Option Contr…THE VALUATION OF OPTION CONTRACTS AND A TEST OF MARKET EFFICIENCY (1972)THE VALUATION OF OPTION CONTR…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)A Quick Algorithm for Pricing European Average Options (1991)Striking oil: Another puzzle? (2008)The valuation of options for alternative stochastic processes (1976)The dynamics of stochastic volatility: evidence from underlying and options markets (2003)Optimal Portfolio Choice under Loss Aversion (2004)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)Stock Returns and Volatility (1990)Risk and Volatility: Econometric Models and Financial Practice (2004)Option Prices as Predictors of Equilibrium Stock Prices (1982)The quality of market volatility forecasts implied by S&P 100 index option prices (1998)Stock market volatility and the information content of stock index options (1992)Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns (2001)Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements (2005)Option pricing: A simplified approach (1979)The Value of Waiting to Invest (1982)The Pricing of Options on Assets with Stochastic Volatilities (1987)A contingent-claims valuation of convertible securities (1977)THE VALUATION OF AMERICAN PUT OPTIONS (1977)
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
  • 1976Option pricing when underlying stock returns are discontinuous5,965 cited
  • 1972THE VALUATION OF OPTION CONTRACTS AND A TEST OF MARKET EFFICIENCY718 cited
  • 1976STANDARD DEVIATIONS OF STOCK PRICE RATIOS IMPLIED IN OPTION PRICES642 cited
  • 1972The Valuation of Option Contracts and a Test of Market Efficiency612 cited
  • 1982Approximate option valuation for arbitrary stochastic processes608 cited
  • 1978The information content of option prices and a test of market efficiency485 cited
  • 1976Option pricing473 cited
  • 1979An Empirical Examination of the Black-Scholes Call Option Pricing Model446 cited
  • 1981Standard deviations implied in option prices as predictors of future stock price variability371 cited
  • 1980Trading costs for listed options207 cited
  • 1977Tests of Market Efficiency of the Chicago Board Options Exchange199 cited
  • 1980Discretely adjusted option hedges194 cited
  • 1976

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THE IMPACT ON OPTION PRICING OF SPECIFICATION ERROR IN THE UNDERLYING STOCK PRICE RETURNS
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