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Put-call parity and expected returns
Finucane, Thomas J., (1991)
Expected returns and dividend growth rates implied by derivative markets
Golez, Benjamin, (2014)
Why are stock prices so high? : Dividend growth or discount factor?
Balke, Nathan S., (2000)
Transaction data tests of S&P 100 call option pricing
Sheikh, Aamir M., (1991)
Stock splits, volatility increases, and implied volatilities
Sheikh, Aamir M., (1989)
Essays on volatilities implied by option prices
Sheikh, Aamir M., (1987)