SIMULTANEOUS OPTION AND STOCK PRICES: ANOTHER LOOK AT THE BLACK‐SCHOLES MODEL

The Pricing of Options and Corporate Liabilities

1973 • 29,036 citations

Theory of Rational Option Pricing

1973 • 7,693 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 information content of option prices and a test of market efficiency

1978 • 500 citations

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

1979 • 405 citations

Valuation of American call options on dividend-paying stocks

1982 • 324 citations

Tests of Market Efficiency of the Chicago Board Options Exchange

1977 • 202 citations

Option Pricing Model Estimates: Some Empirical Results

1982 • 64 citations

The Chicago Board Options Exchange and Market Efficiency

1978 • 39 citations

Observed Option Mispricing and the Nonsimultaneity of Stock and Option Quotations

1981 • 28 citations