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Using option prices to infer overpayments and synergies in M&A transaction
Barraclough, Kathryn, (2013)
Using Option Prices to Infer Overpayments and Synergies in M&A Transactions
Barraclough, Kathryn, (2012)
Options trading prior to takeover rumors
Khadivar, Hamed, (2023)
Time diversification and stochastic dominance
Hodges, Charles W., (2004)
A stochastic dominance approach to evaluating alternative estimators of the variance for use in the Black-Scholes option pricing model
Levy, Haim, (1996)
The formation of stock return volatility expectations after the 1987 stock market crash
Levy, Haim, (1991)