Gambling preference and individual equity option returns
Year of publication: |
October 2016
|
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Authors: | Byun, Suk Joon ; Kim, Da-Hea |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 122.2016, 1, p. 155-174
|
Subject: | Stock options | Lottery | Skewness preference | Put-call parity | Investor sentiment | Aktienoption | Stock option | Glücksspiel | Gambling | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Schätzung | Estimation | Präferenztheorie | Theory of preferences |
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