期刊論文1. | Phillips, S. M.、Smith, C. W.(1980)。Trading costs for listed options。Journal of Financial Economics,8,179-201。 |
2. | Figlewski, Stephen(1989)。Options Arbitrage in Imperfect Markets。Journal of Finance,44(5),1289-1311。 |
3. | Evnine, J.、Rudd, A.(1985)。Index Options: The early Evidence。The Journal of Finance,40,743-756。 |
4. | Smith, Clifford W. Jr.(1976)。Option Pricing: A Review。Journal of Financial Economics,3(1),3-51。 |
5. | Day, T. E.、Lewis, C. M.(1988)。The Behavior of the Volatility Implicit in the Prices of Stock Index Options。Journal of Financial Economics,22(1),103-122。 |
6. | Finnerty, J. E.(1978)。The CBOE and Market Efficiency。Journal of Financial and Quantitative Analysis,13(1),29-38。 |
7. | Edwards, F. R.(1988)。Studies of the 1987 Stock Market Crash: Review and Appraisal。Journal of Financial Service Research,1,231-251。 |
8. | Schmalensee, R.、Trippi, R. R.(1978)。Common Stock Volatility Expectation by Option Premia。The Journal of Finance,33(1),129-147。 |
9. | Shiller, R. J.(1981)。Do stock prices move too much to be justified by subsequent change in dividends?。American Economic Review,71(3),421-436。 |
10. | Boness, A. James(1964)。Elements of a Theory of Stock-Option Value。Journal of Political Economy,1964(Apr.),163-175。 |
11. | Bailey, Warren、Stulz, R. M.(1989)。The Pricing of Stock Index Option in a General Equilibrium Model。Journal of Financial and Quantitative Analysis,24(1),1-12。 |
12. | Cox, John C.、Ross, Stephen A.(1976)。The Valuation of Options for Alternative Stochastic Process。Journal of Financial Economics,3(1-2),145-166。 |
13. | Choi, Seungmook、Wohar, Mark E.(1994)。S&P 500 Index Option Prices and the Black-Scholes Option Pricing Model。Applied Financial Economics,26,249-263。 |
14. | Chang, S. K.、Shanker, L.(1987)。Option Pricing and the Arbitrage Pricing Theory。Journal of Financial Research,10,1-16。 |
15. | Bosch, J. C.、Chang, Jack S. K.(1991)。Option Valuation in Incomplete Market: A Discrete-Time, CAPM Approach。Journal of Business Finance and Accounting,18(4),553-565。 |
16. | Fuller, Russell J.(1977)。Factors Which Influence Listed Call Option Prices。Review of Business and Economics Research,13,21-34。 |
17. | French, Dan W.、Maberly, Edwin D.(1992)。Early Exercise of American Index Options。Journal of Financial Research,15(2),127-137。 |
18. | Figlewski, Stephen(1989)。What does an Option Pricing Model Tell us about Option Prices?。Financial Analysts Journal,45(5),12-15。 |
19. | Harvey, Campbell R.、Whaley, Robert E.(1992)。Dividends arid S&P 100 Index Option Valuation。Journal of Futures Markets,12(2),123-137。 |
20. | Galai, Dan(1978)。On the Boness and Black-Scholes Models for Valuation Call Options。Journal of Financial and Quantitative Analysis,1978(Mar.),15-25。 |
21. | Galai, Dan(1977)。Tests of Market Efficiency of the Chicago Board of Exchange。Journal of Business,1977(Apr.),167-197。 |
22. | Lee, Wayne Y.、Rao, Ramesh K. S.、Auchmuty, J. F. G.(1981)。Option Pricing in a Lognormal Securities Market with Discrete Trading。Journal of Financial Economics,9,75-101。 |
23. | Latane, Henry A.、Rendleman, Richard J., Jr.(1976)。Standard Deviations of Stock Price Ratios Implied in Option Prices。Journal of Finance,1976(May),369-382。 |
24. | Kutner, George W.(1988)。Black-Scholes Revisited: Some Important Details。The Financial Review,23,95-104。 |
25. | Koop, Dwight(1986)。Pricing Options: Variations on the Black-Scholes Model。Review of Research in Futures Markets,5(1),80-89。 |
26. | Nisbet, Mary(1992)。Put-Call Parity Theory and an Empirical Test of the Efficiency of the London Traded Options Market。Journal of Banking and Finance,16(2),381-403。 |
27. | McGuire, Dan C.、Kudla, Ronald J.(1991)。Option Prices as an Indicator of Stock Return Expectations。Journal of Business Finance and Accounting,18(3),421-429。 |
28. | Levy, Haim、Yoder, James A.(1989)。Applying the Black-Scholes Model after Large Market Shocks。Journal of Portfolio Management,1989(Fall),103-106。 |
29. | Rindell, Krister(1994)。Generalized Method of Moments Tests of the Black and Scholes Model。Applied Financial Economics,4,225-231。 |
30. | O'Brien, Thomas J.、Selby, Michael J. P.(1986)。Option Pricing Theory and Asset Expectations: A Review and Discission in Tribute to Jame Boness。Financial Review,1986(Nov.),399-418。 |
31. | Stoll, Hans R.(1969)。The Relationship Between Put and Call Option Pricing。Journal of Finance,1969(Dec.),802-824。 |
32. | Samuelson, P. A.(1965)。Rational Theory of Warrant Pricing。Industrial Management Review,6(2),13-32。 |
33. | Bhattacharya, Mihir(1980)。Empirical Properties of the Black-Scholes Formula Under Ideal Conditions。Journal of Finance and Quantitative Analysis,15(5),1081-1105。 |
34. | Howe, John S.(1986)。Evidence on Stock Market Overreaction。Financial Analysts Journal,42(4),74-77。 |
35. | Chiras, Donald P.、Manaster, Steven(1978)。The Information Content of Option Prices and a Test of Market Efficiency。Journal of Financial Economics,6(2/3),213-234。 |
36. | Lakonishok, J.、Smidt, S.(1988)。Are Seasonal Anomalies Real? A Ninety-Year Perspective。Review of Financial Studies,1(4),403-425。 |
37. | Merton, Robert C.(1973)。Theory of Rational Option Pricing。Bell Journal of Economics and Management Science,4(1),141-183。 |
38. | Stein, Jeremy(1989)。Overreactions in the Options Market。Journal of Finance,44(4),1011-1023。 |
39. | Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy,81(3),637-654。 |
40. | De Bondt, Werner F. M.、Thaler, Richard H.(1987)。Further Evidence on Investor Overreaction and Stock Market Seasonality。The Journal of Finance,42(3),557-581。 |
41. | De Bondt, Werner F. M.、Thaler, Richard H.(1985)。Does the Stock Market Overreact?。The Journal of Finance,40(3),793-805。 |