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What Do Financial Markets Think of War in Iraq?
16 references·11 citing·45 second hop
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this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1978Specification Tests in Econometrics18,788 cited
  • 1985The equity premium: A puzzle5,785 cited
  • 1972Essays in the Theory of Risk-Bearing.3,991 cited
  • 1978Prices of State-Contingent Claims Implicit in Option Prices2,209 cited
  • 1994Implied Binomial Trees1,749 cited
  • 1988What Moves Stock Prices?1,255 cited
  • 1998Nonparametric Estimation of State‐Price Densities Implicit in Financial Asset Prices1,060 cited
  • 1977THE DEMAND FOR RISKY ASSETS1,052 cited
  • 2000Recovering Risk Aversion from Option Prices and Realized Returns837 cited
  • 2000Nonparametric risk management and implied risk aversion740 cited
  • 2000Nonparametric Risk Management and Implied Risk Aversion272 cited
  • 2002Testing the stability of implied probability density functions269 cited
  • 1996Recovering Risk Aversion from Option Prices and Realized Returns255 cited
  • 2001Do option markets correctly price the probabilities of movement of the underlying asset?217 cited
  • 1994A Microeconometric Analysis of Risk Aversion and the Decision to Self-Insure

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156 cited

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