Investor sentiment and value and growth stock index options
Jerry Coakley, George Dotsis, Xiaoquan Liu and Jia Zhai
| Year of publication: |
2014
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|---|---|
| Authors: | Coakley, Jerry ; Dotsis, George ; Liu, Xiaoquan ; Zhai, Jia |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 20.2014, 10/12, p. 1211-1229
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| Subject: | risk-neutral skewness | growth options | option market anomalies | Optionspreistheorie | Option pricing theory | Index-Futures | Index futures | Optionsgeschäft | Option trading | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Aktienindex | Stock index | Aktienoption | Stock option |
| Extent: | graph. Darst. |
|---|---|
| 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://ebvufind01.dmz1.zbw.eu/10010465894