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Pricing UK and US securities with in the CKLS model : further results
Nowman, Kalid Ben, (1999)
Implied volatility in option prices and the lead-lag relation between stock and option prices
Boyle, Phelim P., (1994)
The behavior of option prices around merger and acquisition announcements
Levy, Haim, (1997)
Three essays on price volatility and trading volume in financial markets
Poon, Percy Siuping, (1989)
The effect of option trading on stock price reaction to annual earnings announcements
Lau, Richard T., (1996)
The effect of option listing on bid-ask spreads, price volatility, and trading activity of the underlying OTC stocks
Wei, Peihwang, (1997)