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

The Pricing of Options and Corporate Liabilities

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

Business, Economics, Finance +13

Option pricing when underlying stock returns are discontinuous

Robert C. Merton · Journal of Financial Economics · 1976 · 6.1K citations · Full text

Business, Finance, Asset Pricing +16

Elements of Econometrics.

Michael Wickens, Jan Kmenta · Economica · 1972 · 1.4K citations

Fact and Fantasy in the Use of Options

Fischer Black · Financial Analysts Journal · 1975 · 1.1K citations

Business, Economics, Finance +8

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

Business, Economics, Finance +16