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THE PRICE EFFECT OF OPTION INTRODUCTION
被引:134
作者
:
CONRAD, J
论文数:
0
引用数:
0
h-index:
0
CONRAD, J
机构
:
来源
:
JOURNAL OF FINANCE
|
1989年
/ 44卷
/ 02期
关键词
:
D O I
:
10.2307/2328601
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:487 / 498
页数:12
相关论文
共 18 条
[1]
PRICING OF OPTIONS AND CORPORATE LIABILITIES
[J].
BLACK, F
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
BLACK, F
;
SCHOLES, M
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
SCHOLES, M
.
JOURNAL OF POLITICAL ECONOMY,
1973,
81
(03)
:637
-654
[2]
INFORMATION-CONTENT OF OPTION PRICES AND A TEST OF MARKET EFFICIENCY
[J].
CHIRAS, DP
论文数:
0
引用数:
0
h-index:
0
CHIRAS, DP
;
MANASTER, S
论文数:
0
引用数:
0
h-index:
0
MANASTER, S
.
JOURNAL OF FINANCIAL ECONOMICS,
1978,
6
(2-3)
:213
-234
[3]
THE STOCHASTIC-BEHAVIOR OF COMMON-STOCK VARIANCES - VALUE, LEVERAGE AND INTEREST-RATE EFFECTS
[J].
CHRISTIE, AA
论文数:
0
引用数:
0
h-index:
0
CHRISTIE, AA
.
JOURNAL OF FINANCIAL ECONOMICS,
1982,
10
(04)
:407
-432
[4]
INFORMATION AGGREGATION IN A NOISY RATIONAL-EXPECTATIONS ECONOMY
[J].
DIAMOND, DW
论文数:
0
引用数:
0
h-index:
0
DIAMOND, DW
;
VERRECCHIA, RE
论文数:
0
引用数:
0
h-index:
0
VERRECCHIA, RE
.
JOURNAL OF FINANCIAL ECONOMICS,
1981,
9
(03)
:221
-235
[5]
NOTE ON MARKET MODEL AND 2-PARAMETER MODEL
[J].
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637
FAMA, EF
.
JOURNAL OF FINANCE,
1973,
28
(05)
:1181
-1185
[6]
CHANGES IN THE FINANCIAL MARKET - WELFARE AND PRICE EFFECTS AND THE BASIC THEOREMS OF VALUE CONSERVATION
[J].
HAKANSSON, NH
论文数:
0
引用数:
0
h-index:
0
机构:
BELL TEL LABS INC,MURRAY HILL,NJ 07974
BELL TEL LABS INC,MURRAY HILL,NJ 07974
HAKANSSON, NH
.
JOURNAL OF FINANCE,
1982,
37
(04)
:977
-1004
[7]
WELFARE ASPECTS OF OPTIONS AND SUPERSHARES
[J].
HAKANSSON, NH
论文数:
0
引用数:
0
h-index:
0
HAKANSSON, NH
.
JOURNAL OF FINANCE,
1978,
33
(03)
:759
-776
[8]
PRICE AND VOLUME EFFECTS ASSOCIATED WITH CHANGES IN THE STANDARD-AND-POOR-500 LIST - NEW EVIDENCE FOR THE EXISTENCE OF PRICE PRESSURES
[J].
HARRIS, L
论文数:
0
引用数:
0
h-index:
0
HARRIS, L
;
GUREL, E
论文数:
0
引用数:
0
h-index:
0
GUREL, E
.
JOURNAL OF FINANCE,
1986,
41
(04)
:815
-829
[9]
OPTIMAL DEALER PRICING UNDER TRANSACTIONS AND RETURN UNCERTAINTY
[J].
HO, T
论文数:
0
引用数:
0
h-index:
0
机构:
VANDERBILT UNIV,NASHVILLE,TN 37240
VANDERBILT UNIV,NASHVILLE,TN 37240
HO, T
;
STOLL, HR
论文数:
0
引用数:
0
h-index:
0
机构:
VANDERBILT UNIV,NASHVILLE,TN 37240
VANDERBILT UNIV,NASHVILLE,TN 37240
STOLL, HR
.
JOURNAL OF FINANCIAL ECONOMICS,
1981,
9
(01)
:47
-73
[10]
KLEMKOSKY RC, 1980, J PORTFOLIO MANAGE, V7, P12
←
1
2
→
共 18 条
[1]
PRICING OF OPTIONS AND CORPORATE LIABILITIES
[J].
BLACK, F
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
BLACK, F
;
SCHOLES, M
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
SCHOLES, M
.
JOURNAL OF POLITICAL ECONOMY,
1973,
81
(03)
:637
-654
[2]
INFORMATION-CONTENT OF OPTION PRICES AND A TEST OF MARKET EFFICIENCY
[J].
CHIRAS, DP
论文数:
0
引用数:
0
h-index:
0
CHIRAS, DP
;
MANASTER, S
论文数:
0
引用数:
0
h-index:
0
MANASTER, S
.
JOURNAL OF FINANCIAL ECONOMICS,
1978,
6
(2-3)
:213
-234
[3]
THE STOCHASTIC-BEHAVIOR OF COMMON-STOCK VARIANCES - VALUE, LEVERAGE AND INTEREST-RATE EFFECTS
[J].
CHRISTIE, AA
论文数:
0
引用数:
0
h-index:
0
CHRISTIE, AA
.
JOURNAL OF FINANCIAL ECONOMICS,
1982,
10
(04)
:407
-432
[4]
INFORMATION AGGREGATION IN A NOISY RATIONAL-EXPECTATIONS ECONOMY
[J].
DIAMOND, DW
论文数:
0
引用数:
0
h-index:
0
DIAMOND, DW
;
VERRECCHIA, RE
论文数:
0
引用数:
0
h-index:
0
VERRECCHIA, RE
.
JOURNAL OF FINANCIAL ECONOMICS,
1981,
9
(03)
:221
-235
[5]
NOTE ON MARKET MODEL AND 2-PARAMETER MODEL
[J].
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637
FAMA, EF
.
JOURNAL OF FINANCE,
1973,
28
(05)
:1181
-1185
[6]
CHANGES IN THE FINANCIAL MARKET - WELFARE AND PRICE EFFECTS AND THE BASIC THEOREMS OF VALUE CONSERVATION
[J].
HAKANSSON, NH
论文数:
0
引用数:
0
h-index:
0
机构:
BELL TEL LABS INC,MURRAY HILL,NJ 07974
BELL TEL LABS INC,MURRAY HILL,NJ 07974
HAKANSSON, NH
.
JOURNAL OF FINANCE,
1982,
37
(04)
:977
-1004
[7]
WELFARE ASPECTS OF OPTIONS AND SUPERSHARES
[J].
HAKANSSON, NH
论文数:
0
引用数:
0
h-index:
0
HAKANSSON, NH
.
JOURNAL OF FINANCE,
1978,
33
(03)
:759
-776
[8]
PRICE AND VOLUME EFFECTS ASSOCIATED WITH CHANGES IN THE STANDARD-AND-POOR-500 LIST - NEW EVIDENCE FOR THE EXISTENCE OF PRICE PRESSURES
[J].
HARRIS, L
论文数:
0
引用数:
0
h-index:
0
HARRIS, L
;
GUREL, E
论文数:
0
引用数:
0
h-index:
0
GUREL, E
.
JOURNAL OF FINANCE,
1986,
41
(04)
:815
-829
[9]
OPTIMAL DEALER PRICING UNDER TRANSACTIONS AND RETURN UNCERTAINTY
[J].
HO, T
论文数:
0
引用数:
0
h-index:
0
机构:
VANDERBILT UNIV,NASHVILLE,TN 37240
VANDERBILT UNIV,NASHVILLE,TN 37240
HO, T
;
STOLL, HR
论文数:
0
引用数:
0
h-index:
0
机构:
VANDERBILT UNIV,NASHVILLE,TN 37240
VANDERBILT UNIV,NASHVILLE,TN 37240
STOLL, HR
.
JOURNAL OF FINANCIAL ECONOMICS,
1981,
9
(01)
:47
-73
[10]
KLEMKOSKY RC, 1980, J PORTFOLIO MANAGE, V7, P12
←
1
2
→