The Ex Ante and Ex Post Price Effects of Quarterly Earnings Announcements Reflected in Option and Stock Prices

An introduction to probability theory and its applications

1958 • 31,109 citations

The Pricing of Options and Corporate Liabilities

1973 • 29,036 citations

Theory of rational option pricing

2005 • 7,870 citations

An Empirical Evaluation of Accounting Income Numbers

1968 • 6,381 citations

The Adjustment of Stock Prices to New Information

2003 • 3,268 citations

The valuation of options for alternative stochastic processes

1976 • 3,064 citations

The Information Content of Annual Earnings Announcements

1968 • 2,768 citations

Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test

1976 • 1,761 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

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

1981 • 388 citations

Anticipated information releases reflected in call option prices

1979 • 346 citations

COMMON STOCK VOLATILITY EXPECTATIONS IMPLIED BY OPTION PREMIA

1978 • 224 citations

The Influence of Quarterly Earnings Announcements on Investor Decisions as Reflected in Common Stock Price Changes

1971 • 148 citations

On financial disclosure and the behavior of security prices

1979 • 47 citations

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

1978 • 31 citations

A Variance Forecasting Test of the Option Pricing Model

1979 • 3 citations