The effect of call-option-listing announcement on shareholder wealth

Using daily stock returns

1985 • 6,463 citations

Measuring security price performance

1980 • 3,397 citations

Estimating betas from nonsynchronous data

1977 • 2,887 citations

Risk measurement when shares are subject to infrequent trading

1979 • 2,767 citations

Misspecification of capital asset pricing

1981 • 1,344 citations

Options and Efficiency

1976 • 851 citations

Can Stock Market Forecasters Forecast?

1933 • 717 citations

An empirical investigation of the impact of ‘antitakeover’ amendments on common stock prices

1983 • 309 citations

Mean-Variance Theory in Complete Markets

1982 • 276 citations

Standstill agreements, privately negotiated stock repurchases, and the market for corporate control

1983 • 179 citations

Standardized Unexpected Earnings—1971–77

1979 • 97 citations

The impact of options on the underlying securities

1980 • 64 citations

THE IMPACT OF OPTION LISTING ON THE PRICE AND VOLUME OF THE UNDERLYING STOCK

1981 • 57 citations

SHORT TERM IMPACT OF OPTION TRADING ON UNDERLYING SECURITIES

1983 • 55 citations

Standardized Unexpected Earnings--1971-77

1979 • 46 citations

Introduction

1981 • 7 citations