Asymmetric Information and Options
Data up to Jan 2025
Total Citations Per Year
Abstract
References (16)
Continuous Auctions and Insider Trading
1985 • 9,651 citations
Brownian Motion and Stochastic Calculus
2007 • 8,413 citations
Martingales and arbitrage in multiperiod securities markets
1979 • 3,734 citations
Brownian Motion and Stochastic Calculus
1988 • 1,489 citations
Multimarket Trading and Market Liquidity
1991 • 634 citations
Insider Trading in Continuous Time
1992 • 485 citations
An Introduction to the Theory of Rational Expectations Under Asymmetric Information
1981 • 434 citations
Risk Aversion, Market Liquidity, and Price Efficiency
1991 • 337 citations
An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies
1988 • 336 citations
A General Equilibrium Analysis of Option and Stock Market Interactions
1991 • 228 citations
The Informational Role of Prices.
1990 • 193 citations
Derivative Security Markets, Market Manipulation, and Option Pricing Theory
1994 • 181 citations
Imperfect Competition in a Multi-Security Market with Risk Neutrality
1994 • 144 citations
Trading Costs, Liquidity, and Asset Holdings
1991 • 50 citations
Prices in Financial Markets
1990 • 17 citations
Deleted Work
1955 • 0 citations