An empirical analysis of common stock call exercise: A note

Journal of Banking and Finance

Volumn 21, Issue 4, 1997, Pages 563-571

  Finucane, Thomas J ^a  

^a SYRACUSE UNIVERSITY   (United States)

Author keywords

Early exercise; Options; Rationality

Indexed keywords

EID: 0031116090     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(96)00054-4     Document Type: Article

References (2)

1. Diz, F. and T.J. Finucane, 1993, The rationality of early exercise decisions: Evidence from the S&P index options market, The Review of Financial Studies 6, 765-797.
2. Merton, R.C., 1973, Theory of rational option pricing, Bell Journal of Economics 4, 141-183.