An ex ante analysis of put-call parity

Option pricing

Clifford W. Smith · Journal of Financial Economics · 1976 · 476 citations

Business, Economics, Finance +16

An analytic valuation formula for unprotected American call options on stocks with known dividends

Richard Roll · Journal of Financial Economics · 1977 · 384 citations

Business, Economics, Finance +12

THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES

Hans R. Stoll · The Journal of Finance · 1969 · 345 citations

Business, Business Economics, Economics +12

Trading costs for listed options

Susan M. Phillips, Clifford W. Smith · Journal of Financial Economics · 1980 · 213 citations

Business, Economics, Finance +11

Tests of Market Efficiency of the Chicago Board Options Exchange

Dan Galai · The Journal of Business · 1977 · 200 citations

Business, Economics, Finance +16