Options, Taxes, and Ex‐Dividend Day Behavior

The Pricing of Options and Corporate Liabilities

1973 • 29,036 citations

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

1980 • 25,774 citations

Option pricing when underlying stock returns are discontinuous

1976 • 5,962 citations

An Introduction to Bayesian Inference in Econometrics.

1974 • 2,058 citations

An Introduction to Bayesian Inference in Econometrics.

1972 • 1,749 citations

The Valuation of Uncertain Income Streams and the Pricing of Options

1976 • 1,727 citations

Marginal Stockholder Tax Rates and the Clientele Effect

1970 • 922 citations

TAXES, MARKET VALUATION AND CORPORATE FINANCIAL POLICY

1970 • 832 citations

STANDARD DEVIATIONS OF STOCK PRICE RATIOS IMPLIED IN OPTION PRICES

1976 • 643 citations

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

1978 • 500 citations

A NOTE ON USING CROSS‐SECTIONAL INFORMATION IN BAYESIAN ESTIMATION OF SECURITY BETAS

1973 • 467 citations

The Ex‐Dividend Day Behavior of Stock Prices: A Re‐Examination of the Clientele Effect

1982 • 436 citations

Option Prices as Predictors of Equilibrium Stock Prices

1982 • 381 citations

Tax-induced trading around ex-dividend days

1986 • 348 citations

On interpreting security returns during the ex-dividend period

1984 • 317 citations

New Evidence That Taxes Affect the Valuation of Dividends

1984 • 299 citations

Econometrics: Statistical Foundations and Applications

1972 • 287 citations

The Stability of UK Risk Measures and The Problem of Thin Trading

1983 • 185 citations

Tax Reform and Ex‐Dividend Day Behavior

1983 • 151 citations

Errors in the Variables Bias in the Presence of Correctly Measured Variables

1973 • 126 citations

The Calculation of Implied Variances from the Black-Scholes Model: A Note

1982 • 110 citations

The Valuation of Multivariate Contingent Claims in Discrete Time Models

1984 • 109 citations

Investment Policy, Optimality, and the Mean‐Variance Model

1979 • 81 citations

THE PRICING OF OPTIONS WITH STOCHASTIC DIVIDEND YIELD

1978 • 74 citations

TAXES AND THE PRICING OF OPTIONS

1976 • 70 citations

Econometrics

1974 • 65 citations

Taxes and the Pricing of Options

1976 • 60 citations

The Valuation of Options When Asset Returns Are Generated by a Binomial Process

1984 • 40 citations

User's reference manual

1989 • 37 citations

The Cash Management Implications of a Hedged Dividend Capture Strategy

1984 • 19 citations

The Ex-Dividend Day Behavior of Option Prices

1984 • 18 citations

THE NEGATIVE INCOME TAX AND THE SUPPLY OF WORK EFFORT: REPLY

1969 • 2 citations

Interpreting Ex-Dividend Evidence: The Citizens Utilities Case Reconsidered

1983 • 1 citations