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Search: subject:"Lottery premium"
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Delta-hedged option returns
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Lottery premium
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Retail investors
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Speculation
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Behavioural finance
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Capital income
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Einzelhandel
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Gambling
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Glücksspiel
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Kapitaleinkommen
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Option pricing theory
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Option trading
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Optionsgeschäft
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Optionspreistheorie
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Retail trade
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Risikoprämie
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Risk premium
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Spekulation
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Choy, Siu Kai
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Choy, Siu-Kai
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Journal of Banking & Finance
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Retail clientele and option returns
Choy, Siu Kai
- In:
Journal of banking & finance
51
(
2015
),
pp. 26-42
Persistent link: https://www.econbiz.de/10011377259
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2
Retail clientele and option returns
Choy, Siu-Kai
- In:
Journal of Banking & Finance
51
(
2015
)
C
,
pp. 26-42
. The results suggest that retail investors speculate and pay a
lottery
premium
on the expected future volatility, resulting …
Persistent link: https://www.econbiz.de/10011194178
Saved in:
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