Using the Option Pricing Model to Measure the Uncertainty Producing Effect of Major Announcements

The Pricing of Options and Corporate Liabilities

1973 • 29,036 citations

THE VALUATION OF OPTION CONTRACTS AND A TEST OF MARKET EFFICIENCY

1972 • 729 citations

STANDARD DEVIATIONS OF STOCK PRICE RATIOS IMPLIED IN OPTION PRICES

1976 • 643 citations

On the Short-Term Stationarity of Beta Coefficients

1971 • 237 citations

THE IMPACT ON OPTION PRICING OF SPECIFICATION ERROR IN THE UNDERLYING STOCK PRICE RETURNS

1976 • 156 citations