OPTION PRICES AS PREDICTORS OF EQUILIBRIUM STOCK-PRICES

[1] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 637 - 654

[2] Black F., 1975, FINANCIAL ANAL J, V31, P61

[3] BLACK F, 1972, J FINANC, V27, P339

[4] BLOMEYER E, 1980, EMPIRICAL INVESTIGAT

[5] BRENNAN M, 1977, J FINANCE, V31, P449

[6] INFORMATION-CONTENT OF OPTION PRICES AND A TEST OF MARKET EFFICIENCY [J]. JOURNAL OF FINANCIAL ECONOMICS, 1978, 6 (2-3) : 213 - 234

[7] VALUATION OF OPTIONS FOR ALTERNATIVE STOCHASTIC-PROCESSES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (1-2) : 145 - 166

[8] TESTS OF MARKET EFFICIENCY OF CHICAGO BOARD OPTIONS EXCHANGE [J]. JOURNAL OF BUSINESS, 1977, 50 (02) : 167 - 197

[9] GASTINEAU GL, 1975, STOCK OPTIONS MANUAL

[10] VALUATION OF COMPOUND OPTIONS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (01) : 63 - 81

[1] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 637 - 654

[2] Black F., 1975, FINANCIAL ANAL J, V31, P61

[3] BLACK F, 1972, J FINANC, V27, P339

[4] BLOMEYER E, 1980, EMPIRICAL INVESTIGAT

[5] BRENNAN M, 1977, J FINANCE, V31, P449

[6] INFORMATION-CONTENT OF OPTION PRICES AND A TEST OF MARKET EFFICIENCY [J]. JOURNAL OF FINANCIAL ECONOMICS, 1978, 6 (2-3) : 213 - 234

[7] VALUATION OF OPTIONS FOR ALTERNATIVE STOCHASTIC-PROCESSES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (1-2) : 145 - 166

[8] TESTS OF MARKET EFFICIENCY OF CHICAGO BOARD OPTIONS EXCHANGE [J]. JOURNAL OF BUSINESS, 1977, 50 (02) : 167 - 197

[9] GASTINEAU GL, 1975, STOCK OPTIONS MANUAL

[10] VALUATION OF COMPOUND OPTIONS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (01) : 63 - 81