Measuring gambling activity in options market
Year of publication: |
2022
|
---|---|
Authors: | Bei Chen ; Quan Gan |
Published in: |
Review of behavioral finance : RBF. - Bingley : Emerald, ISSN 1940-5987, ZDB-ID 2517439-3. - Vol. 14.2022, 3, p. 345-378
|
Subject: | 52-Weeks high | Bubbles | Capital gain overhang | Gambling measures | Information uncertainty | Options | Spekulationsblase | Glücksspiel | Gambling | Optionsgeschäft | Option trading | Messung | Measurement | Börsenkurs | Share price | Risiko | Risk | Anlageverhalten | Behavioural finance | Optionspreistheorie | Option pricing theory |
-
Why does volatility uncertainty predict equity option returns?
Cao, Jie, (2023)
-
Retail clientele and option returns
Choy, Siu Kai, (2015)
-
Gambling preference and individual equity option returns
Byun, Suk Joon, (2016)
- More ...
-
Firm-specific sentiment and individual option's implied volatility slope
Chen, Bei, (2023)
-
Anticipating jumps : Decomposition of straddle price
Chen, Bei, (2023)
-
Measuring gambling activity in options market
Chen, Bei, (2021)
- More ...