Limits of arbitrage, risk-neutral skewness, and investor sentiment
Shih-Ping Feng, Bi-Juan Chang
| Year of publication: |
2020
|
|---|---|
| Authors: | Feng, Shih-Ping ; Chang, Bi-Juan |
| Published in: |
The international journal of business and finance research : IJBFR. - Hilo, Hawaii : IBFR, ISSN 1931-0269, ZDB-ID 2536566-6. - Vol. 14.2020, 2, p. 61-71
|
| Subject: | Risk-Neutral Skewness | Investor Sentiment | Limits of Arbitrage | Arbitrage | Anlageverhalten | Behavioural finance | Theorie | Theory | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012312115