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The option pricing model and the risk factor of stock · Study

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ArticleThe option pricing model and the risk factor of stock

Dan Galai1976

Article1976

The option pricing model and the risk factor of stock

Dan Galai · Ronald W. Masulis

1,239 citations·0/0 files stored·Journal of Financial Economics

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Stochastic processes and financial applications Financial Markets and Investment Strategies Corporate Finance and Governance

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Citations in this library

Stored only when both papers are in the corpus — 1,239 citations exist upstream.

References

1973The Pricing of Options and Corporate Liabilities 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1958The Cost of Capital, Corporation Finance and the Theory of Investment 1973Risk, Return, and Equilibrium: Empirical Tests 1970Efficient Capital Markets: A Review of Theory and Empirical Work 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*2008The cost of capital, corporation finance and the theory of investment

Cited by

1979The valuation of compound options 2009Strong boards, CEO power and bank risk-taking 1990Ownership Structure, Deregulation, and Bank Risk Taking 1979Statistical Models of Bond Ratings: A Methodological Inquiry 2017Social Capital and Debt Contracting: Evidence from Bank Loans and Public Bonds 2003Is Corporate Governance Different for Bank Holding Companies?1987On cross-sectional analysis in accounting research 1991Financial Policy and Reputation for Product Quality

Details

Year1976

Typearticle

Published1976-01-01

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations1,239

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1016/0304-405x(76)90020-9

openalex_workW2054467010

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