Differences in options investors' expectations and the cross-section of stock returns
Panayiotis C. Andreou, Anastasios Kagkadis, Dennis Philip, Ruslan Tuneshev
| Year of publication: |
September 2018
|
|---|---|
| Authors: | Andreou, Panayiotis C. ; Kagkadis, Anastasios ; Philip, Dennis ; Tuneshev, Ruslan |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 94.2018, p. 315-336
|
| Subject: | Dispersion of beliefs | Disagreement in options market | Cross-section of stock returns | Equity options | Option trading volume | Optionsgeschäft | Option trading | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Handelsvolumen der Börse | Trading volume | Kapitalmarktrendite | Capital market returns | Optionspreistheorie | Option pricing theory | Aktienoption | Stock option | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2018.07.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011966661