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The Cost of Liquidity Services in Listed Options: A Note
16 references·2 citing·30 second hop
The Cost of Liquidity Services in Listed Options: A Note (1983)The Cost of Liquidity Services in Listed …Optimal dealer pricing under transactions and return uncertainty (1981)Optimal dealer pricing under …Trading costs for listed options (1980)Trading costs for listed opti…Option pricing: A simplified approach (1979)Option pricing: A simplified …THE PRICING OF SECURITY DEALER SERVICES: AN EMPIRICAL STUDY OF NASDAQ STOCKS (1978)THE PRICING OF SECURITY DEALE…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…Determinants of bid-asked spreads in the over-the-counter market (1974)Determinants of bid-asked spr…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…The Economics of Liquidity Services (1972)The Economics of Liquidity Se…Competition and the Pricing of Dealer Service in the Over-the-Counter Stock Market (1972)Competition and the Pricing o…The Only Game in Town (1971)The Only Game in TownEFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …The Cost of Transacting (1968)The Cost of TransactingThe Reversal of Large Stock-Price Decreases (1991)The Reversal of Large Stock-P…The Systematic Risk of Discretely Rebalanced Option Hedges (1990)The Systematic Risk of Discre…The capital asset pricing model: Some empirical tests (1972)THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS (1978)Commonality in liquidity (2000)Information Asymmetry, R&D, and Insider Gains (2000)Illiquidity and stock returns: cross-section and time-series effects (2002)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Dealership market (1980)Market Liquidity and Funding Liquidity (2008)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 rational option pricing (2005)The Pricing of Options and Corporate Liabilities (2019)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)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Users of the world, unite! The challenges and opportunities of Social Media (2009)Theory of Rational Option Pricing (1973)Martingales and stochastic integrals in the theory of continuous trading (1981)Evaluating Natural Resource Investments (1985)Irreversibility, Uncertainty, and Investment (1990)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Asset pricing and the bid-ask spread (1986)Price, trade size, and information in securities markets (1987)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Networks: Between markets and hierarchies (1986)A contingent-claims valuation of convertible securities (1977)THE VALUATION OF AMERICAN PUT OPTIONS (1977)Risk and Volatility: Econometric Models and Financial Practice (2004)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*24,470 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1979Option pricing: A simplified approach6,103 cited
  • 1968The Cost of Transacting1,909 cited
  • 1981Optimal dealer pricing under transactions and return uncertainty1,391 cited
  • 1972THE VALUATION OF OPTION CONTRACTS AND A TEST OF MARKET EFFICIENCY912 cited
  • 1971The Only Game in Town855 cited
  • 1978THE PRICING OF SECURITY DEALER SERVICES: AN EMPIRICAL STUDY OF NASDAQ STOCKS630 cited
  • 1972The Valuation of Option Contracts and a Test of Market Efficiency612 cited
  • 1974Determinants of bid-asked spreads in the over-the-counter market560 cited
  • 1978The information content of option prices and a test of market efficiency485 cited
  • 1972The Economics of Liquidity Services417 cited
  • 1980Trading costs for listed options207 cited
  • 1977Tests of Market Efficiency of the Chicago Board Options Exchange199 cited
  • 1972Competition and the Pricing of Dealer Service in the Over-the-Counter Stock Market

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178 cited

Cited by

  • 1991The Reversal of Large Stock-Price Decreases283 cited
  • 1990The Systematic Risk of Discretely Rebalanced Option Hedges19 cited