Implied volatility and investor beliefs in experimental asset markets
Lucy F. Ackert, Brian D. Kluger, Li Qi
| Year of publication: |
2019
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|---|---|
| Authors: | Ackert, Lucy F. ; Kluger, Brian D. ; Qi, Li |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 43.2019, p. 121-136
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| Subject: | Implied volatility | Investor beliefs | Option market | VIX | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Optionsgeschäft | Option trading | Finanzmarkt | Financial market | Börsenkurs | Share price | Experiment | Erwartungsbildung | Expectation formation | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.finmar.2019.02.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012316306