Overreactions in the foreign currency options market
JoongHo Han (Business School, Sungkyunkwan University); Byung Jin Kang (Department of Finance, Soongsil University); Ki Cheon Chang (IT Division, Korea Development Bank); Suk Joon Byun (College of Business, Korea Advanced Institute of Science and Technology)
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Han, Joong H. ; Kang, Byung Jin ; Chang, Ki Cheon ; Byun, Suk Joon |
| Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 45.2016, 3, p. 380-404
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| Subject: | Model-free implied volatility | Over-the-counter currency option | Overreaction | Structural breaks | Volatility anomaly | Volatilität | Volatility | Devisenoption | Currency option | Währungsderivat | Currency derivative | Optionspreistheorie | Option pricing theory | Strukturbruch | Structural break | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/ajfs.12133 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011550792