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The effect of options on stock prices : 1973 to 1995
Sorescu, Sorin M., (2000)
On the relation between option and stock prices : a convex optimization approach
Popescu, Ioana, (2000)
Moment problems via semidefinite programming : applications in probability and finance
REIT capital budgeting and equity maginal q
Ambrose, Brent William, (2009)
Does more information in stock price lead to greater or smaller idiosyncratic return volatility?
Lee, Dong Wook, (2011)
The role of the temporary component in spot prices in the revision of expected future spot prices : evidence from index futures quotes
Kang, Hyung Cheol, (2012)