Showing 1 - 10 of 354,080
Persistent link: https://www.econbiz.de/10003791478
Persistent link: https://www.econbiz.de/10003827736
We document widespread violations of stochastic dominance in the one-month S&P 500 index options market over the period 1986-2002. These violations imply that a trader can improve her expected utility by engaging in a zero-net-cost trade. We allow the market to be incomplete and also imperfect...
Persistent link: https://www.econbiz.de/10003222135
Persistent link: https://www.econbiz.de/10011792308
Persistent link: https://www.econbiz.de/10001763776
Persistent link: https://www.econbiz.de/10012203267
Persistent link: https://www.econbiz.de/10012489027
Persistent link: https://www.econbiz.de/10003960949
Persistent link: https://www.econbiz.de/10002856490
Persistent link: https://www.econbiz.de/10001516335