Speculations in option markets enhance allocation efficiency with heterogeneous beliefs and learning
Zhenjiang Qin
| Year of publication: |
2013
|
|---|---|
| Authors: | Qin, Zhenjiang |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 12, p. 4675-4694
|
| Subject: | Heterogeneous beliefs | Bayesian learning | Option | Allocation efficiency | Risk premium | Theorie | Theory | Allokationseffizienz | Allocative efficiency | Lernprozess | Learning process | CAPM | Spekulation | Speculation | Risikoprämie | Erwartungsbildung | Expectation formation | Begrenzte Rationalität | Bounded rationality | Rationale Erwartung | Rational expectations | Lernen | Learning | Allokation | Allocation | Optionsgeschäft | Option trading |
| 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://www.econbiz.de/10010341611