Role of derivatives market in attenuating underreaction to left-tail risk
Year of publication: |
2024
|
---|---|
Authors: | Saurav, Sumit ; Agarwalla, Sobhesh Kumar ; Varma, Jayanth Rama |
Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 44.2024, 3, p. 484-517
|
Subject: | derivatives market | equity returns | information diffusion | information uncertainty | investors inattention | left-tail risk | limits-to-arbitrage | Derivat | Derivative | Risiko | Risk | Tourismusregion | Tourism destination | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Informationsverbreitung | Information dissemination | Informationsverhalten | Information behaviour |
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