How does investor sentiment affect implied risk-neutral distributions of call and put options?
Wen-Ming Szu; Yi-Chen Wang; Wan-Ru Yang
| Year of publication: |
2015
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|---|---|
| Authors: | Szu, Wen-Ming ; Wang, Yi-Chen ; Yang, Wan-Ru |
| Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 18.2015, 2, p. 1-35
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| Subject: | Implied risk-neutral distribution | put-call parity | investor sentiment | consumer sentiment | TAIEX options | Optionsgeschäft | Option trading | Anlageverhalten | Behavioural finance | Optionspreistheorie | Option pricing theory | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011300945