This paper has been announced in the following NEP Reports:

• NEP-ALL-2006-08-26 (All new papers)
• NEP-CFN-2006-08-26 (Corporate Finance)
• NEP-ETS-2006-08-26 (Econometric Time Series)
• NEP-FIN-2006-08-26 (Finance)
• NEP-FMK-2006-08-26 (Financial Markets)

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20. Guntar Franke & Richard C. Stapleton & Marti G. Subrahmanyam, 1999. "When are Options Overpriced? The Black-Scholes Model and Alternative Characterizations of the Pricing Kernel," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-003, New York University, Leonard N. Stern School of Business-. [Downloadable!]
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