Noise traders, mispricing, and price adjustments in derivatives markets

Doojin Ryu and Heejin Yang

Year of publication:	2020
Authors:	Ryu, Doojin ; Yang, Heejin
Subject:	Cost-of-carry \| domestic investor \| market efficiency \| noise trading \| price adjustment \| price disagreement \| put-call parity \| Noise Trading \| Noise trading \| Effizienzmarkthypothese \| Efficient market hypothesis \| Derivat \| Derivative \| Börsenkurs \| Share price \| Preismanagement \| Pricing strategy \| Anlageverhalten \| Behavioural finance \| Schätzung \| Estimation \| Optionspreistheorie \| Option pricing theory \| Preis \| Price \| Preisrigidität \| Price stickiness

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