Noise traders, mispricing, and price adjustments in derivatives markets
Doojin Ryu and Heejin Yang
| Year of publication: |
2020
|
|---|---|
| Authors: | Ryu, Doojin ; Yang, Heejin |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 26.2020, 6, p. 480-499
|
| Subject: | Cost-of-carry | domestic investor | market efficiency | noise trading | price adjustment | price disagreement | put-call parity | Noise Trading | Noise trading | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Derivat | Derivative | Preismanagement | Pricing strategy |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2019.1692887 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012207260