Dan Galai

11 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-3337-6667

Publications

• On Measuring the Risk of Common Stocks Implied by Options Prices: A Note — Journal of Financial and Quantitative Analysis 1984
• Information Effects on the Bid-Ask Spread — The Journal of Finance 1983
• The Risk-Return Relationship and Stock Prices — Journal of Financial and Quantitative Analysis 1979
• A Proposal for Indexes for Traded Call Options — The Journal of Finance 1979
• Empirical tests of boundary conditions for CBOE options — Journal of Financial Economics 1978
• On the Boness and Black-Scholes Models for Valuation of Call Options — Journal of Financial and Quantitative Analysis 1978
• PRICING OF WARRANTS AND THE VALUE OF THE FIRM — The Journal of Finance 1978
• The option pricing model and the risk factor of stock — Journal of Financial Economics 1976
• Policy Implication of Full-Loss-Offset Capital Gains Tax on Forward Contracts: A Note on Leland's "Optimal Forward Exchange Positions" — Journal of Political Economy 1976
• Note—A Note on Cord's Method of Allocating Funds to Investment Projects — Management Science 1975
• Transactions costs and the relationship between put and call prices — Journal of Financial Economics 1974