Computer Communications · 2015 · 39 citations · 22 references
BusinessEconomicsFinanceFinancial EconomicsForecastingQuantitative FinanceMarket AnomaliesOption PricingOption Pricing ModelsOptions MarketsSocial MediaStock OptionsEquity Option Implied VolatilityHigh-frequency Price DiscoveryPrice Jump DetectionVolatility DriftVolume-based Pricing
22
Prospect Theory: An Analysis of Decision under Risk
Daniel Kahneman, Amos Tversky · Econometrica · 1979 · 47K citations
The Pricing of Options and Corporate Liabilities
Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations
An analysis of variance test for normality (complete samples)
Samuel S. Shapiro, M. B. Wilk · Biometrika · 1965 · 19.3K citations
Optimum consumption and portfolio rules in a continuous-time model
Robert C. Merton · Journal of Economic Theory · 1971 · 6.2K citations
Social Sciences, Economics, Finance +16