General Properties of Option Prices
Pages: 1573-1610 | Published: 12/1996 | DOI: 10.1111/j.1540-6261.1996.tb05218.x | Cited by: 84
YAACOV Z. BERGMAN, BRUCE D. GRUNDY, ZVI WIENER
Recovering Probability Distributions from Option Prices
Pages: 1611-1631 | Published: 12/1996 | DOI: 10.1111/j.1540-6261.1996.tb05219.x | Cited by: 603
JENS CARSTEN JACKWERTH, MARK RUBINSTEIN
A Simple Nonparametric Approach to Derivative Security Valuation
Pages: 1633-1652 | Published: 12/1996 | DOI: 10.1111/j.1540-6261.1996.tb05220.x | Cited by: 211
MICHAEL STUTZER
The Strategic Exercise of Options: Development Cascades and Overbuilding in Real Estate Markets
Pages: 1653-1679 | Published: 12/1996 | DOI: 10.1111/j.1540-6261.1996.tb05221.x | Cited by: 321
STEVEN R. GRENADIER
Pages: 1681-1713 | Published: 12/1996 | DOI: 10.1111/j.1540-6261.1996.tb05222.x | Cited by: 1107
LOUIS K. C. CHAN, NARASIMHAN JEGADEESH, JOSEF LAKONISHOK
Expectations and the Cross‐Section of Stock Returns
Pages: 1715-1742 | Published: 12/1996 | DOI: 10.1111/j.1540-6261.1996.tb05223.x | Cited by: 472
RAFAEL LA PORTA
Measuring International Economic Linkages with Stock Market Data
Pages: 1743-1763 | Published: 12/1996 | DOI: 10.1111/j.1540-6261.1996.tb05224.x | Cited by: 95
JOHN AMMER, JIANPING MEI
Pages: 1765-1790 | Published: 12/1996 | DOI: 10.1111/j.1540-6261.1996.tb05225.x | Cited by: 152
GORDON GEMMILL
Quotes, Prices, and Estimates in a Laboratory Market
Pages: 1791-1808 | Published: 12/1996 | DOI: 10.1111/j.1540-6261.1996.tb05226.x | Cited by: 40
ROBERT BLOOMFIELD
The Determinants of the Maturity of Corporate Debt Issues
Pages: 1809-1833 | Published: 12/1996 | DOI: 10.1111/j.1540-6261.1996.tb05227.x | Cited by: 334
JOSE GUEDES, TIM OPLER
Pages: 1835-1861 | Published: 12/1996 | DOI: 10.1111/j.1540-6261.1996.tb05228.x | Cited by: 212
PUNEET HANDA, ROBERT A. SCHWARTZ
Bank Information Monopolies and the Mix of Private and Public Debt Claims
Pages: 1863-1889 | Published: 12/1996 | DOI: 10.1111/j.1540-6261.1996.tb05229.x | Cited by: 408
JOEL HOUSTON, CHRISTOPHER JAMES
Pages: 1891-1908 | Published: 12/1996 | DOI: 10.1111/j.1540-6261.1996.tb05230.x | Cited by: 25
JIA HE, RAYMOND KAN, LILIAN NG, CHU ZHANG
An Anatomy of the “S&P Game”: The Effects of Changing the Rules
Pages: 1909-1930 | Published: 12/1996 | DOI: 10.1111/j.1540-6261.1996.tb05231.x | Cited by: 110
MESSOD D. BENEISH, ROBERT E. WHALEY
The Wealth Effects of Bank Financing Announcements in Highly Leveraged Transactions
Pages: 1931-1946 | Published: 12/1996 | DOI: 10.1111/j.1540-6261.1996.tb05232.x | Cited by: 11
WILLIAM A. KRACAW, MARC ZENNER
The CAPM is Wanted, Dead or Alive
Pages: 1947-1958 | Published: 12/1996 | DOI: 10.1111/j.1540-6261.1996.tb05233.x | Cited by: 164
EUGENE F. FAMA, KENNETH R. FRENCH
Long‐Term Market Overreaction: The Effect of Low‐Priced Stocks
Pages: 1959-1970 | Published: 12/1996 | DOI: 10.1111/j.1540-6261.1996.tb05234.x | Cited by: 70
TIM LOUGHRAN, JAY R. RITTER
Pages: 1971-1982 | Published: 12/1996 | DOI: 10.1111/j.1540-6261.1996.tb05235.x | Cited by: 0
Pages: 1983-1984 | Published: 12/1996 | DOI: 10.1111/j.1540-6261.1996.tb05236.x | Cited by: 0
Pages: 1985-1990 | Published: 12/1996 | DOI: 10.1111/j.1540-6261.1996.tb00186.x | Cited by: 0
Pages: 1991-1992 | Published: 12/1996 | DOI: 10.1111/j.1540-6261.1996.tb00188.x | Cited by: 0
Pages: 1993-1994 | Published: 12/1996 | DOI: 10.1111/j.1540-6261.1996.tb00189.x | Cited by: 1
Pages: 1995-2031 | Published: 12/1996 | DOI: 10.1111/j.1540-6261.1996.tb00190.x | Cited by: 0