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12010600 Equity derivatives.

A. Alford and J. Boatsman, 1995, "Predicting Long-Term Stock Return Volatility--Implications for Accounting and Valuation of Equity Derivatives", Accounting Review, 70:599-618

E. Ancel and R. Rao, 1990, "Stock Returns and Option Prices--An Exploratory-Study", Journal of Financial Research, 13:173-185

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J. Kairys and N. Valerio, 1997, "The Market for Equity Options in the 1870S", Journal of Finance, 52:1707-1723

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Terence Lim (1), Andrew W. Lo (2), Robert C. Merton (3) and Myron S. Scholes (4)

(1) Goldman Sachs Asset Management, 32 Old Slip, New York, NY 10005, terence.lim@gs.com

(2) MIT Sloan School of Management, Cambridge, MA 02142, alo@mit.edu

(3) Graduate School of Business Administration, Harvard University, Boston, MA 02163, merton@hbs.edu

(4) Stanford University and Oak Hill Platinum Partners, Rye Brook, NY 10573, mscholes@ohpp.com

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Title Annotation:5: Citations
Author:Lim, Terence; Lo, Andrew W.; Merton, Robert C.; Scholes, Myron S.
Publication:Foundations and Trends in Finance
Article Type:Brief article
Date:Sep 1, 2005
Words:203
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