References

• 2005Theory of rational option pricing7,161 cited
• 1992ARCH modeling in finance4,288 cited
• 1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
• 1976The pricing of commodity contracts2,859 cited
• 1993How Markets Process Information: News Releases and Volatility970 cited
• 1993The Informational Content of Implied Volatility761 cited
• 1995Predicting Volatility in the Foreign Exchange Market723 cited
• 1992Stock market volatility and the information content of stock index options667 cited
• 1976STANDARD DEVIATIONS OF STOCK PRICE RATIOS IMPLIED IN OPTION PRICES642 cited
• 1991Market reaction to anticipated announcements596 cited
• 1993Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities529 cited
• 1978The information content of option prices and a test of market efficiency485 cited
• 1979Anticipated information releases reflected in call option prices325 cited
• 1994Stochastic Volatility Option Pricing306 cited
• 1992Market volatility prediction and the efficiency of the S & P 100 index option market297 cited