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On the valuation of American call options on stocks with known dividends
Whaley, Robert E. - In: Journal of financial economics 9 (1981) 2, pp. 207-211
Persistent link: https://www.econbiz.de/10002978696
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Valuation of American call options on dividend-paying stocks : empirical tests
Whaley, Robert E. - In: Journal of financial economics 10 (1982) 1, pp. 29-58
Persistent link: https://www.econbiz.de/10002978703
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Market volatility prediction and the efficiency of the S&P 100 index option market
Harvey, Campbell R. - In: Journal of financial economics 31 (1992) 1, pp. 43-73
Persistent link: https://www.econbiz.de/10001133538
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The valuation of American call options and the expected ex-dividend stock price decline
Barone-Adesi, Giovanni - In: Journal of financial economics 17 (1986) 1, pp. 91-111
Persistent link: https://www.econbiz.de/10001015115
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Modeling the bid/ask spread : measuring the inventory-holding premium
Bollen, Nicolas P. B.; Smith, Tom; Whaley, Robert E. - In: Journal of financial economics 72 (2004) 1, pp. 97-141
Persistent link: https://www.econbiz.de/10001997290
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Transaction costs and the small firm effect
Stoll, Hans R.; Whaley, Robert E.; Schultz, Paul - In: Journal of financial economics 12 (1983) 1, pp. 57-75
Persistent link: https://www.econbiz.de/10002891112
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Modeling the bid-ask spread: measuring the inventory-holding premium
Bollen, Nicolas P.B.; Smith, Tom; Whaley, Robert E. - In: Journal of financial economics 72 (2004) 1, pp. 97-142
Persistent link: https://www.econbiz.de/10006504734
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Modeling the conditional distribution of interest rates as a regime-switching process
Gray, Stephen - In: Journal of financial economics 42 (1996) 1, pp. 27-62
Persistent link: https://www.econbiz.de/10001205760