Option Prices as Predictors of Equilibrium Stock Prices

The Pricing of Options and Corporate Liabilities

1973 • 29,036 citations

Theory of rational option pricing

2005 • 7,870 citations

An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

1962 • 7,696 citations

Theory of Rational Option Pricing

1973 • 7,693 citations

Option pricing when underlying stock returns are discontinuous

1976 • 5,962 citations

The valuation of options for alternative stochastic processes

1976 • 3,064 citations

An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

1962 • 1,514 citations

The valuation of compound options

1979 • 1,130 citations

Fact and Fantasy in the Use of Options

1975 • 1,046 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

The Valuation of Option Contracts and a Test of Market Efficiency

1972 • 601 citations

THE VALUATION OF AMERICAN PUT OPTIONS

1977 • 539 citations

The information content of option prices and a test of market efficiency

1978 • 500 citations

The Valuation of American Put Options

1977 • 437 citations

An Empirical Examination of the Black‐Scholes Call Option Pricing Model

1979 • 405 citations

Two‐State Option Pricing

1979 • 402 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

Tests of Market Efficiency of the Chicago Board Options Exchange

1977 • 202 citations

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

1976 • 156 citations

Asset Accumulation In Early Married Life

1980 • 13 citations