Lottery and bubble stocks and the cross-section of option-implied tail risks
Sobhesh Kumar Agarwalla, Sumit Saurav, Jayanth R. Varma
| Year of publication: |
2022
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|---|---|
| Authors: | Agarwalla, Sobhesh Kumar ; Saurav, Sumit ; Varma, Jayanth Rama |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2022, 2, p. 231-249
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| Subject: | bubble stocks | emerging markets | lottery stocks | volatility skew | volatility smile | Volatilität | Volatility | Spekulationsblase | Bubbles | Glücksspiel | Gambling | Aktienmarkt | Stock market | Börsenkurs | Share price | Statistische Verteilung | Statistical distribution | Schwellenländer | Emerging economies | Schätzung | Estimation | Kapitaleinkommen | Capital income |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22263 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012817879