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• 2006Options and Bubbles206 cited
• 2001Negotiating a Market, Performing Theory: The Historical Sociology of a Financial Derivatives Exchange205 cited
• 1976A SURVEY OF SOME NEW RESULTS IN FINANCIAL OPTION PRICING THEORY170 cited
• 1995Daily and Intradaily Tests of European Put-Call Parity165 cited
• 2014The economic effects of financial derivatives on corporate tax avoidance148 cited
• 1979Put-Call Parity and Market Efficiency147 cited
• 2016The influence of cash flow volatility on capital structure and the use of debt of different maturities139 cited
• 1989The Modigliani‐Miller Propositions After Thirty Years125 cited
• 1996Efficiency, Risk Aversion and Portfolio Insurance: An Analysis of Financial Asset Portfolios Held by Investors in the United Kingdom110 cited
• 1973THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES: COMMENT110 cited
• 2010Option traders use (very) sophisticated heuristics, never the Black–Scholes–Merton formula108 cited
• 1974Transactions costs and the relationship between put and call prices98 cited
• 2013The Market Value of Corporate Votes: Theory and Evidence from Option Prices97 cited
• 2012Using Option Prices to Infer Overpayments and Synergies in M&A Transactions