Belief heterogeneity in the option markets and the cross-section of stock returns
Paul Borochin, Yanhui Zhao
| Year of publication: |
2019
|
|---|---|
| Authors: | Borochin, Paul ; Zhao, Yanhui |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 107.2019, p. 1-17
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| Subject: | Belief heterogeneity | Implied volatility | Options | Volatilität | Volatility | Optionsgeschäft | Option trading | Anlageverhalten | Behavioural finance | Optionspreistheorie | Option pricing theory | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2019.07.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012224402