Is investor misreaction economically significant? : Evidence from short- and long-term S&P 500 index options
Year of publication: |
2005
|
---|---|
Authors: | Cao, Charles Q. ; Li, Haitao ; Yu, Fan |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 25.2005, 8, p. 717-752
|
Subject: | Anlageverhalten | Behavioural finance | Index-Futures | Index futures | Schätzung | Estimation | USA | United States |
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