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Volumn 20, Issue 1, 1997, Pages 1-12

The relation between option mispricing and volume in the black-scholes option model

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Indexed keywords


EID: 0038812617     PISSN: 02702592     EISSN: 14756803     Source Type: Journal    
DOI: 10.1111/j.1475-6803.1997.tb00233.x     Document Type: Article
Times cited : (6)

References (16)
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  • 2
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  • 4
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  • 5
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    • On valuing American call options with the Black-Scholes European formula
    • Geske, R. and R. Roll, 1984, On valuing American call options with the Black-Scholes European formula, Journal of Finance 39, 443–55.
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  • 6
    • 10644247860 scopus 로고
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    • Geske, R., R. Roll, and K. Shastri, 1983, Over-the-counter option market dividend protection and ‘bias’ in the Black-Scholes model: A note, Journal of Finance 38, 1271–77.
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    • Geske, R.1    Roll, R.2    Shastri, K.3
  • 7
    • 33748052462 scopus 로고
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    • Heaton, H.1
  • 8
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    • Karpoff, J.M.1
  • 9
    • 84944833166 scopus 로고
    • Models of stock returns—A comparison
    • Kon, S. J., 1984, Models of stock returns—A comparison, Journal of Finance 39, 147–65.
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    • Kon, S.J.1
  • 10
    • 84888437248 scopus 로고
    • An empirical examination of the Black-Scholes call option pricing model
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  • 11
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  • 14
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    • A further examination of stock price changes and transaction volume
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  • 15
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    • The price variability-volume relationship on speculative markets
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  • 16
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.