Concepedia

An analysis of market-index certificates of deposit

Andrew H. Chen, John W. Kensinger

Journal of Financial Services Research · 1990 · 70 citations · 9 references

DOI

Concepts

References

9

The Pricing of Options and Corporate Liabilities

Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations

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THE VALUATION OF OPTION CONTRACTS AND A TEST OF MARKET EFFICIENCY

Jerome B. Cohen, Fischer Black, Myron S. Scholes · The Journal of Finance · 1972 · 722 citations

, , +16

STANDARD DEVIATIONS OF STOCK PRICE RATIOS IMPLIED IN OPTION PRICES

Henry A. Latané, Richard J. Rendleman · The Journal of Finance · 1976 · 637 citations

, , +16

The Valuation of Option Contracts and a Test of Market Efficiency

Fischer Black, Myron S. Scholes · The Journal of Finance · 1972 · 614 citations

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

Donald P. Chiras, Steven Manaster · Journal of Financial Economics · 1978 · 500 citations

, , +16