Investor sentiment and value and growth stock index options
Year of publication: |
2014
|
---|---|
Authors: | Coakley, Jerry ; Dotsis, George ; Liu, Xiaoquan ; Zhai, Jia |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 20.2014, 10/12, p. 1211-1229
|
Subject: | risk-neutral skewness | growth options | option market anomalies | Optionsgeschäft | Option trading | Index-Futures | Index futures | Anlageverhalten | Behavioural finance | Optionspreistheorie | Option pricing theory | Volatilität | Volatility |
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