Efficiency Tests of the Foreign Currency Options Market

Theory of rational option pricing

2005 • 7,870 citations

Theory of Rational Option Pricing

1973 • 7,693 citations

The pricing of call and put options on foreign exchange

1983 • 289 citations

Trading costs for listed options

1980 • 218 citations

Tests of Market Efficiency of the Chicago Board Options Exchange

1977 • 202 citations

Forward and Futures Prices: Evidence from the Foreign Exchange Markets

1981 • 176 citations

Put‐Call Parity and Market Efficiency

1979 • 142 citations

Transactions data tests of efficiency of the Chicago board options exchange

1983 • 113 citations

Transactions costs and the relationship between put and call prices

1974 • 104 citations

Valuation of Foreign Currency Options: Some Empirical Tests

1986 • 88 citations

An ex ante analysis of put-call parity

1980 • 66 citations

Nonparametric estimation of American options’ exercise boundaries and call prices

2000 • 63 citations

Tests of the foreign exchange risk premium using the expected second moments implied by option pricing

1988 • 38 citations