The effect of market sentiment and information asymmetry on option pricing
Imen Zghal, Salah Ben Hamad, Hichem Eleuch, Haitham Nobanee
| Year of publication: |
2020
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|---|---|
| Authors: | Zghal, Imen ; Ben Hamad, Salah ; Eleuch, Hichem ; Nobanee, Haitham |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 54.2020, p. 1-16
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| Subject: | Option pricing | Information asymmetry | Market imperfections | Market sentiment | Put-call parity | Asymmetrische Information | Asymmetric information | Optionspreistheorie | Option pricing theory | Unvollkommener Markt | Incomplete market | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2020.101235 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012664661