INFORMATION ASYMMETRY AND OPTIONS TRADING
Data up to Jan 2025
Total Citations Per Year
Abstract
References (17)
Modern Portfolio Theory and Investment Analysis.
1982 • 3,214 citations
The Hedging Performance of the New Futures Markets
1979 • 1,338 citations
Valuation effects of security offerings and the issuance process
1986 • 1,281 citations
Differential Information and Security Market Equilibrium
1985 • 944 citations
Options and Efficiency
1976 • 851 citations
Option Prices as Predictors of Equilibrium Stock Prices
1982 • 381 citations
Anticipated information releases reflected in call option prices
1979 • 346 citations
Mean-Variance Theory in Complete Markets
1982 • 276 citations
Earnings Announcements, Stock Price Adjustment, and the Existence of Option Markets
1986 • 200 citations
Necessary Conditions for Aggregation in Securities Markets
1978 • 71 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
Economic Events, Information Structure, and the Return-Generating Process
1985 • 49 citations
Efficiency Analysis and Option Portfolio Selection
1985 • 36 citations
The effect of call-option-listing announcement on shareholder wealth
1987 • 9 citations
Introduction
1981 • 7 citations