Investor Sentiments, Rational Beliefs and Option Prices-Reference-Cited by-同舟云学术

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Investor Sentiments, Rational Beliefs and Option Prices

Published:2014 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Andreou Panayiotis C.,Kagkadis Anastasios,Philip Dennis

Publisher

Elsevier BV

Reference47 articles.

1. Nonparametric estimation of state-price densities implied in ?nancial asset prices;Y Ait-Sahalia;Journal of Finance,1998

2. Do option markets correctly price the probabilities of movement of the underlying asset;Y Ait-Sahalia;Journal of Econometrics,2001

3. Index option prices and stock market momentum;K Amin;Journal of Business,2004

4. Effects of market default risk on index option risk-neutral moments

5. Determining the number of factors in approximate factor models;J Bai;Econometrica,2002

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The pricing kernel puzzle: survey and outlook;Annals of Finance;2017-12-19

2. The Pricing Kernel Puzzle: Survey and Outlook;SSRN Electronic Journal;2016

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