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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)
Executive compensation and informed trading in acquiring firms around merger announcements
Ordu, Umut, (2015)
Stock market volatility after the crash
Levy, Haim, (1995)
A stochastic dominance approach to evaluating alternative estimators of the variance for use in the Black-Scholes option pricing model
Levy, Haim, (1996)
Trading losses from using a sample estimate of the variance in the Black-Scholes model : a simulation analysis