Journal of Financial Economics · 2021 · 126 citations · 32 references
BusinessEconomicsFinanceAsset PricingFinancial EconometricsFinancial EconomicsAsymmetric InformationInformation AsymmetryInformation EconomicsInvestor SentimentMarket RiskPricing Under UncertaintyAnnouncement ReturnsMarket Reaction To Acquisition AnnouncementsMarket Reaction To InformationRisk PremiumsStock Market Returns
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An Intertemporal Capital Asset Pricing Model
Robert C. Merton · Econometrica · 1973 · 6.8K citations
Option pricing when underlying stock returns are discontinuous
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Business, Finance, Asset Pricing +16
Expected stock returns and volatility
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Empirical Performance of Alternative Option Pricing Models
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