References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1976The valuation of options for alternative stochastic processes2,935 cited
• 1982The stochastic behavior of common stock variances Value, leverage and interest rate effects2,382 cited
• 1980The Extreme Value Method for Estimating the Variance of the Rate of Return1,946 cited
• 1980On the Estimation of Security Price Volatilities from Historical Data1,538 cited
• 1979The valuation of compound options1,107 cited
• 1975Fact and Fantasy in the Use of Options1,021 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
• 1978The information content of option prices and a test of market efficiency485 cited
• 1982Option Prices as Predictors of Equilibrium Stock Prices415 cited
• 1977An analytic valuation formula for unprotected American call options on stocks with known dividends378 cited
• 1979Anticipated information releases reflected in call option prices325 cited
• 1982Valuation of American call options on dividend-paying stocks