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Are Derivatives Dangerous? A Literature Survey
16 references·0 citing·37 second hop
Are Derivatives Dangerous? A Literature Survey (2010)Are Derivatives Dangerous? A Literature S…Index Investment and Financialization of Commodities (2010)Index Investment and Financia…Restoring Financial Stability (2009)Restoring Financial StabilityOptions, futures and other derivatives (2008)Options, futures and other de…Endogenous steroids and financial risk taking on a London trading floor (2008)Endogenous steroids and finan…Theory of rational option pricing (2005)Theory of rational option pri…Has Financial Development Made the World Riskier? (2005)Has Financial Development Mad…Over-the-Counter Markets (2004)Over-the-Counter MarketsInformed Trading in Stock and Option Markets (2004)Informed Trading in Stock and…The Use of Foreign Currency Derivatives and Firm Market Value (2001)The Use of Foreign Currency D…Option Volume and Stock Prices: Evidence on Where Informed Traders Trade (1998)Option Volume and Stock Price…The Limits of Arbitrage (1995)The Limits of ArbitrageA Theory of Trading in Stock Index Futures (1991)A Theory of Trading in Stock …Options and Efficiency (1976)Options and EfficiencyFact and Fantasy in the Use of Options (1975)Fact and Fantasy in the Use o…Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)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)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)A model of investor sentiment /The Behavior of Stock-Market Prices (1965)The Cross-Section of Expected Stock Returns (1992)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Market Liquidity and Funding Liquidity (2008)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Bank Runs, Deposit Insurance, and Liquidity (1983)Structural causes of the global financial crisis: a critical assessment of the 'new financial architecture' (2009)Contagion in financial networks (2010)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)The Bargaining Problem (1950)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Liquidity and Asset Prices (2006)Corporate bond liquidity before and after the onset of the subprime crisis (2011)The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response (2013)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Inferring Trade Direction from Intraday Data (1991)The High‐Volume Return Premium (2001)Demand-Based Option Pricing (2005)The Nature of the Firm (1937)Determinants of corporate borrowing (1977)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Do Firms Hedge in Response to Tax Incentives? (2002)ADRs, Analysts, and Accuracy: Does Cross Listing in the United States Improve a Firm's Information Environment and Increase Market Value? (2003)Artificial intelligence and business models in the sustainable development goals perspective: A systematic literature review (2020)Nonparametric Tests of Alternative Option Pricing Models Using All Reported Trades and Quotes on the 30 Most Active CBOE Option Classes from August 23, 1976 Through August 31, 1978 (1985)The Information in Option Volume for Future Stock Prices (2006)Recovering Risk Aversion from Option Prices and Realized Returns (2000)Spanning and derivative-security valuation (2000)Neglected risks, financial innovation, and financial fragility (2011)Option pricing: A simplified approach (1979)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 2004Over-the-Counter Markets1,199 cited
  • 2005Has Financial Development Made the World Riskier?1,112 cited
  • 1998Option Volume and Stock Prices: Evidence on Where Informed Traders Trade1,089 cited
  • 2001The Use of Foreign Currency Derivatives and Firm Market Value1,060 cited
  • 1975Fact and Fantasy in the Use of Options1,021 cited
  • 1976Options and Efficiency830 cited
  • 2004Informed Trading in Stock and Option Markets750 cited
  • 2010Index Investment and Financialization of Commodities723 cited
  • 2009Restoring Financial Stability720 cited
  • 2008Endogenous steroids and financial risk taking on a London trading floor682 cited
  • 2008Options, futures and other derivatives646 cited
  • 1991A Theory of Trading in Stock Index Futures542 cited

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