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A Proposal for Indexes for Traded Call Options

1979; Wiley; Volume: 34; Issue: 5 Linguagem: Inglês

10.1111/j.1540-6261.1979.tb00062.x

1540-6261

Dan Galai,

Organizational Management and Leadership

The Journal of FinanceVolume 34, Issue 5 p. 1157-1172 Article A Proposal for Indexes for Traded Call Options DAN GALAI, DAN GALAIJerusalem School of Business, The Hebrew University of Jerusalem and Graduate School of Management, University of California, Los Angeles. The comments of Mark Rubinstein were very helpful in revising the paper. I would like also to thank Ted Lang for editorial assistance.Search for more papers by this author DAN GALAI, DAN GALAIJerusalem School of Business, The Hebrew University of Jerusalem and Graduate School of Management, University of California, Los Angeles. The comments of Mark Rubinstein were very helpful in revising the paper. I would like also to thank Ted Lang for editorial assistance.Search for more papers by this author First published: December 1979 https://doi.org/10.1111/j.1540-6261.1979.tb00062.xCitations: 22 Read the full textAboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onEmailFacebookTwitterLinkedInRedditWechat REFERENCES 1 American Stock Exchange. A Survey of Investors in the Listed Options Market. Louis Harris and Associates, Inc. (May, 1976). Google Scholar 2 F. Black and M. Scholes. "The Pricing of Options and Corporate Liabilities." 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(Homewood, IL: Richard D. Irwin, Inc., 1963). Google Scholar 21 M. C. Jensen. "Capital Markets: Theory and Evidence." Bell Journal of Economics and Management Science, Vol. 3, No. 2 (Autumn, 1973). Google Scholar 22 J. H. Lorie and R. Brealey. Modern Developments in Investment Management (Praeger Publishers, 1973). Google Scholar 23 J. H. Lorie and M. T. Hamilton. "Stock Market Indexes.". Google Scholar 24 R. C. Merton. "Theory of Rational Option Pricing." Bell Journal of Economics and Management Science, Vol. 4, No. 1 (Spring, 1973). 10.2307/3003143 Web of Science®Google Scholar 25 R. C. Merton, M. S. Scholes and M. L. Gladstein. "A Simulation of the Returns and Risk of Alternative Option Portfolio Investment Strategies." Journal of Business (April, 1978). 10.1086/295995 Web of Science®Google Scholar 26 M. Rubinstein. Option Markets (forthcoming, Prentice Hall). Google Scholar Citing Literature Volume34, Issue5December 1979Pages 1157-1172 ReferencesRelatedInformation