Why do option returns change sign from day to night?
Dmitriy Muravyev, Xuechuan (Charles) Ni
| Year of publication: |
2020
|
|---|---|
| Authors: | Muravyev, Dmitriy ; Ni, Xuechuan Charles |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 136.2020, 1, p. 219-238
|
| Subject: | Behavioral finance | Intraday data | Option returns | Volatility seasonality | Volatilität | Volatility | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2018.12.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012545424