Anticipated information releases reflected in call option prices

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

An Empirical Evaluation of Accounting Income Numbers

1968 • 6,381 citations

The Information Content of Annual Earnings Announcements

1968 • 2,768 citations

Fact and Fantasy in the Use of Options

1975 • 1,046 citations

STANDARD DEVIATIONS OF STOCK PRICE RATIOS IMPLIED IN OPTION PRICES

1976 • 643 citations

Option pricing

1976 • 486 citations

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

1981 • 388 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

The Returns and Risk of Alternative Call Option Portfolio Investment Strategies

1978 • 149 citations

Standard Deviations of Stock Price Ratios Implied in Option Prices

1976 • 144 citations

Common Stock Volatility Expectations Implied by Option Premia

1978 • 77 citations