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On the predictive role of large futures trades for S&P500 index returns : an analysis of COT data as an informative trading signal

Chen, Haojun; Maher, Daniela - In: Journal of international financial markets, … 27 (2013), pp. 177-201

Persistent link: https://www.econbiz.de/10010411744

Derivatives and default risk

Scholz, Sebastian - 2010

is less likely to be bailed out, the effect on upstream profits is ambiguous while consumers loose. Options are less … welfare increasing than forwards, but the difference is minimal. In the presence of bankruptcy, options are the preferred …

Persistent link: https://www.econbiz.de/10003951795

Leverage effect and introduction of options and futures impact on equity market : a study in Indian context

Kumar, Atul; Raman, T. V.; Rastogi, Sanjay - In: Indian journal of economics & business : IJEB 17 (2018) 2, pp. 213-224

Persistent link: https://www.econbiz.de/10012649820

Is Petrobras options market efficient? : a study using the delta-gamma neutral strategy

Araújo, Gustavo Silva; Ribeiro, Ricardo Alves Carmo - In: Latin American business review : journal of the … 17 (2016) 4, pp. 315-331

Persistent link: https://www.econbiz.de/10011649370

Commodity option pricing efficiency before black scholes merton

Chambers, David - 2019

Persistent link: https://www.econbiz.de/10012194325

Are behavioral biases stable across markets and prevalent across individuals? : evidence from individual betting choices

Andrikogiannopoulou, Angie; Papakonstantinou, Filippos - 2014

We use novel data on individual activity in a sports betting market to study the effect of past performance sequences on individual behavior in a real market. The revelation of fundamental values in this market enables us to disentangle whether behavior is caused by sentiment or by superior...

Persistent link: https://www.econbiz.de/10010338735

Do Indian investors also follow the pied piper? : a case for pre- and post-financial crisis

Rani, Neelam; Asija, Aman - In: International journal of behavioural accounting and … 5 (2015) 3/4, pp. 334-345

Persistent link: https://www.econbiz.de/10011550162

Seasonality in perceived risk : a sentiment effect

Kaplanski, Guy; Levy, Haim - In: The quarterly journal of finance 7 (2017) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10011646576

Investor sentiment and sectoral stock returns : evidence from world cup games

Curatola, Giuliano; Donadelli, Michael; Kizys, Renatas; … - In: Finance research letters 17 (2016), pp. 267-274

Persistent link: https://www.econbiz.de/10011596554

Richard Thaler : the anomalies of life

De Bondt, Werner Franciscus Marcel; Pfiffelmann, Marie; … - In: Finance : revue de l'Association Française de Finance 39 (2018) 1, pp. 9-34

Persistent link: https://www.econbiz.de/10012025720

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