TESTS OF MARKET EFFICIENCY OF CHICAGO BOARD OPTIONS EXCHANGE

[1] APPEL G, 1974, INVESTING FEB, P17

[2] VALUATION OF OPTION CONTRACTS AND A TEST OF MARKET EFFICIENCY [J]. JOURNAL OF FINANCE, 1972, 27 (02) : 399 - 417

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

[4] Black F., 1974, J FINANC ECON, V1, P1, DOI DOI 10.1016/0304-405X(74)90006-3

[5] Black F., 1974, PRICING COMPLEX OPTI

[6] BONESS JA, 1962, THESIS U CHICAGO

[7] RISK, RETURN, AND EQUILIBRIUM - EMPIRICAL TESTS [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 607 - 636

[8] THE BEHAVIOR OF STOCK-MARKET PRICES [J]. JOURNAL OF BUSINESS, 1965, 38 (01) : 34 - 105

[9] EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK [J]. JOURNAL OF FINANCE, 1970, 25 (02) : 383 - 423

[10] OPTION PRICING MODEL AND RISK FACTOR OF STOCK [J]. JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (1-2) : 53 - 81

[1] APPEL G, 1974, INVESTING FEB, P17

[2] VALUATION OF OPTION CONTRACTS AND A TEST OF MARKET EFFICIENCY [J]. JOURNAL OF FINANCE, 1972, 27 (02) : 399 - 417

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

[4] Black F., 1974, J FINANC ECON, V1, P1, DOI DOI 10.1016/0304-405X(74)90006-3

[5] Black F., 1974, PRICING COMPLEX OPTI

[6] BONESS JA, 1962, THESIS U CHICAGO

[7] RISK, RETURN, AND EQUILIBRIUM - EMPIRICAL TESTS [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 607 - 636

[8] THE BEHAVIOR OF STOCK-MARKET PRICES [J]. JOURNAL OF BUSINESS, 1965, 38 (01) : 34 - 105

[9] EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK [J]. JOURNAL OF FINANCE, 1970, 25 (02) : 383 - 423

[10] OPTION PRICING MODEL AND RISK FACTOR OF STOCK [J]. JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (1-2) : 53 - 81