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Spreading Strategies In Cboe Options: Evidence On Market Performance

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  • Michael J. Gombola
  • Rodney L. Roenfeldt
  • Philip L. Cooley

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  • Michael J. Gombola & Rodney L. Roenfeldt & Philip L. Cooley, 1978. "Spreading Strategies In Cboe Options: Evidence On Market Performance," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 1(1), pages 35-44, December.
    • Handle: RePEc:bla:jfnres:v:1:y:1978:i:1:p:35-44
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1978.tb00004.x
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    References listed on IDEAS

    as
    1. Scholes, Myron, 1976. "Taxes and the Pricing of Options," Journal of Finance, American Finance Association, vol. 31(2), pages 319-332, May.
    2. Black, Fischer & Scholes, Myron S, 1972. "The Valuation of Option Contracts and a Test of Market Efficiency," Journal of Finance, American Finance Association, vol. 27(2), pages 399-417, May.
    3. Galai, Dan, 1977. "Tests of Market Efficiency of the Chicago Board Options Exchange," The Journal of Business, University of Chicago Press, vol. 50(2), pages 167-197, April.
    4. Robert C. Merton, 2005. "Theory of rational option pricing," World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 8, pages 229-288, World Scientific Publishing Co. Pte. Ltd..
    5. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
    6. Peterson, Richard L., 1977. "Investor Preferences for Futures Straddles," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 12(1), pages 105-120, March.
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