Behavioral heterogeneity in the option market
Year of publication: |
2010
|
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Authors: | Frijns, Bart ; Lehnert, Thorsten ; Zwinkels, Remco C. J. |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 34.2010, 11, p. 2273-2287
|
Subject: | Optionsgeschäft | Option trading | Prinzipal-Agent-Theorie | Agency theory | Anlageverhalten | Behavioural finance | ARCH-Modell | ARCH model |
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