Market instability, investor sentiment, and probability judgment error in index option prices
Year of publication: |
May 2021
|
---|---|
Authors: | Charles-Cadogan, G. |
Publisher: |
Coventry, United Kingdom : Centre for Research in Economic Theory and its Applications |
Subject: | sentiment | crash risk | probability weighting function | index option prices | market instability | Index-Futures | Index futures | Optionspreistheorie | Option pricing theory | Anlageverhalten | Behavioural finance | Volatilität | Volatility | Wahrscheinlichkeitsrechnung | Probability theory |
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