Standard deviations implied in option prices as predictors of future stock price variability

The Pricing of Options and Corporate Liabilities

1973 • 29,036 citations

Theory of rational option pricing

2005 • 7,870 citations

Theory of Rational Option Pricing

1973 • 7,693 citations

Option pricing: A simplified approach

1979 • 6,128 citations

Fact and Fantasy in the Use of Options

1975 • 1,046 citations

Marginal Stockholder Tax Rates and the Clientele Effect

1970 • 922 citations

STANDARD DEVIATIONS OF STOCK PRICE RATIOS IMPLIED IN OPTION PRICES

1976 • 643 citations

THE VALUATION OF AMERICAN PUT OPTIONS

1977 • 539 citations

The Variability of the Market Factor of the New York Stock Exchange

1973 • 481 citations

The Valuation of American Put Options

1977 • 437 citations

An analytic valuation formula for unprotected American call options on stocks with known dividends

1977 • 385 citations

COMMON STOCK VOLATILITY EXPECTATIONS IMPLIED BY OPTION PREMIA

1978 • 224 citations

Standard Deviations of Stock Price Ratios Implied in Option Prices

1976 • 144 citations

The Behavior of Random Variables with Non stationary Variance and the Distribution of Security Prices

2005 • 80 citations

Common Stock Volatility Expectations Implied by Option Premia

1978 • 77 citations

Investigations of Nonstationarity in Prices

1974 • 56 citations

Stationarity of Random Data: Some Implications for the Distribution of Stock Price Changes

1971 • 45 citations

Security prices in a competitive market: More about risk and return from common stocks

1971 • 6 citations

Security Prices in a Competitive Market: More about Risk and Return from Common Stocks.

1972 • 6 citations