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Taxes and the Pricing of Options
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Taxes and the Pricing of Options (1976)Taxes and the Pricing of OptionsOption prices and costly short-selling (2019)Option prices and costly shor…The Equity Premium: Consistent with GDP Growth and Portfolio Insurance (2006)The Equity Premium: Consisten…Improving Option Pricing With the Product Constrained Hybrid Neural Network (2004)Improving Option Pricing With…The tax (dis)advantage of a firm issuing options on its own stock (2003)The tax (dis)advantage of a f…An empirical evaluation of option pricing in intellectual capital (2003)An empirical evaluation of op…In Honor of the Nobel Laureates Robert C. Merton and Myron S. Scholes: A Partial Differential Equation That Changed the World (1999)In Honor of the Nobel Laureat…The valuation and behavior of black-scholes options subject to intertemporal default risk (1996)The valuation and behavior of…Options, Taxes, and Ex-Dividend Day Behavior (1986)Options, Taxes, and Ex-Divide…Trading and valuing depreciable assets (1985)Trading and valuing depreciab…Itô’s Calculus in Financial Decision Making (1983)Itô’s Calculus in Financial D…Market Incompleteness and Divergences Between Forward and Futures Interest Rates (1980)Market Incompleteness and Div…The Pricing of Options and Corporate Liabilities (1973)Option pricing: A simplified approach (1979)The Theory of Economic Development (2003)Theory of Rational Option Pricing (1973)Statistical mechanics of nonlinear nonequilibrium financial markets (1984)Continuous-Time Casino Problems (1988)On the Use of Option Pricing Models to Analyze Deposit Insurance (1990)Theory of rational option pricing (2005)Option pricing when underlying stock returns are discontinuous (1976)The Pricing of Options on Assets with Stochastic Volatilities (1987)Neuro-evolutionary approach to stock market prediction (2007)Generalized parameter functions for option pricing (2009)On the Solution of the Black–Scholes Equation Using Feed-Forward Neural Networks (2020)The Valuation of Uncertain Income Streams and the Pricing of Options (1976)EX‐DIVIDEND EQUITY PRICING UNDER UK TAX REGIMES (1993)Foreign and domestic investors and tax induced ex-dividend day trading (2001)Marginal Stockholder Tax Effects and Ex-Dividend Day Behavior - Thirty-Two Years Later (2003)Value and Capital: An Inquiry into Some Fundamental Principles of Economic Theory. (1939)An Intertemporal Capital Asset Pricing Model (1973)Market Trading Structures and Asset Pricing: Evidence from the Treasury-Bill Markets (1988)Assessing Credit Risk in a Financial Institution's Off-Balance Sheet Commitments (1989)Contracting Innovations and the Evolution of Clearing and Settlement Methods at Futures Exchanges (2006)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)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)Squeezing Shorts Through Social Media Platforms (2021)Dynamic Equilibrium with Costly Short-Selling and Lending Market (2023)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Behavior of Stock-Market Prices (1965)Real‐Time Forecasting and Political Stock Market Anomalies: Evidence for the United States (2008)The Equity Premium Puzzle: High Required Premium, Undervaluation and Self Fulfilling Prophecy (2008)A Required Yield Theory of Stock Market Valuation and Treasury Yield Determination (2009)DEBT AND TAXES* (1977)How Big Are the Tax Benefits of Debt? (2000)Why Do Some Firms Give Stock Options to All Employees?: An Empirical Examination of Alternative Theories (2004)Costs of broad-based stock option plans (2005)Security Issue Timing: What Do Managers Know, and When Do They Know It? (2011)Valuation of double trigger catastrophe options with counterparty risk (2012)Pricing vulnerable options in a hybrid credit risk model driven by Heston–Nandi GARCH processes (2020)
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  • 1980Market Incompleteness and Divergences Between Forward and Futures Interest Rates57 cited
  • 2003The tax (dis)advantage of a firm issuing options on its own stock41 cited
  • 2019Option prices and costly short-selling40 cited
  • 2004Improving Option Pricing With the Product Constrained Hybrid Neural Network40 cited
  • 1986Options, Taxes, and Ex-Dividend Day Behavior38 cited
  • 1999In Honor of the Nobel Laureates Robert C. Merton and Myron S. Scholes: A Partial Differential Equation That Changed the World36 cited
  • 2006The Equity Premium: Consistent with GDP Growth and Portfolio Insurance33 cited
  • 1983Itô’s Calculus in Financial Decision Making31 cited
  • 1996The valuation and behavior of black-scholes options subject to intertemporal default risk28 cited
  • 2003An empirical evaluation of option pricing in intellectual capital25 cited
  • 1985Trading and valuing depreciable assets18 cited

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