Electronic Resource
Oxford, UK
:
Blackwell Publishing Ltd
Journal of business finance & accounting
10 (1983), S. 0
ISSN:
1468-5957
Source:
Blackwell Publishing Journal Backfiles 1879-2005
Topics:
Economics
Notes:
The aim of this paper is to report the results of an Australian empirical study which examined a number of testable implications of the original Black and Scholes (B-S) Option Pricing Model, and a variant of the model, that incorporates the dividends paid on the underlying security. The results do not support the notion that the B-S model prices options “correctly” within the Australian Options Market.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1111/j.1468-5957.1983.tb00425.x
Permalink
|
Location |
Call Number |
Expected |
Availability |