THE EX-DIVIDEND DAY BEHAVIOR OF OPTION PRICES

被引:6
作者
KALAY, A
SUBRAHMANYAM, MG
机构
关键词
D O I
10.1086/296227
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:113 / 128
页数:16
相关论文
共 14 条
[1]   PRICING OF OPTIONS AND CORPORATE LIABILITIES [J].
BLACK, F ;
SCHOLES, M .
JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) :637-654
[2]   MEASURING SECURITY PRICE PERFORMANCE [J].
BROWN, SJ ;
WARNER, JB .
JOURNAL OF FINANCIAL ECONOMICS, 1980, 8 (03) :205-258
[3]   STOCK PRICE BEHAVIOR ON EX-DIVIDEND DATES [J].
Campbell, James A. ;
Beranek, William .
JOURNAL OF FINANCE, 1955, 10 (04) :425-429
[4]   THE EX-DIVIDEND BEHAVIOR OF AMERICAN TELEPHONE AND TELEGRAPH STOCK [J].
DURAND, D ;
MAY, AM .
JOURNAL OF FINANCE, 1960, 15 (01) :19-31
[5]   MARGINAL STOCKHOLDER TAX RATES AND CLIENTELE EFFECT [J].
ELTON, EJ ;
GRUBER, MJ .
REVIEW OF ECONOMICS AND STATISTICS, 1970, 52 (01) :68-74
[6]   EMPIRICAL TESTS OF BOUNDARY-CONDITIONS FOR CBOE OPTIONS [J].
GALAI, D .
JOURNAL OF FINANCIAL ECONOMICS, 1978, 6 (2-3) :187-211
[7]   A NOTE ON AN ANALYTICAL VALUATION FORMULA FOR UNPROTECTED AMERICAN CALL OPTIONS ON STOCKS WITH KNOWN DIVIDENDS [J].
GESKE, R .
JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (04) :375-380
[8]  
KALAY A, 1982, J FINANC, V37, P1059, DOI 10.2307/2327767
[9]  
KALAY A, 1982, EXDIVIDEND DAY BEHAV