The effect of market sentiment and information asymmetry on option pricing-Reference-Cited by-同舟云学术

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The effect of market sentiment and information asymmetry on option pricing

Published:2020-11 Issue: Volume:54 Page:101235
ISSN:1062-9408
Container-title:The North American Journal of Economics and Finance
language:en
Short-container-title:The North American Journal of Economics and Finance

Author:

Zghal Imen,Ben Hamad Salah,Eleuch Hichem,Nobanee Haitham

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference82 articles.

1. Bubbles and crashes;Abreu;Econometrica,2003

2. Churning bubbles;Allen;Review of Economic Studies,1993

3. The joint cross section of stocks and options;An;The Journal of Finance,2014

4. Investor sentiment and the cross-section of stock returns;Baker;The Journal of Finance,2006

5. Delta-hedged gains and the negative market volatility risk premium;Bakshi;Review of Financial Studies,2003

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1. Pricing the Media Sentiment: Evidence from Global Mergers and Acquisitions ;SSRN Electronic Journal;2024

2. Pricing of European currency options considering the dynamic information costs;Global Finance Journal;2023-11

3. Investor behavior in the currency option market during the COVID-19 pandemic;The Journal of Economic Asymmetries;2023-11

4. Whose sentiment explains implied volatility change and smile?;Finance Research Letters;2023-07

5. A critical review of information asymmetry in the business cycle: How digital ledger technology can transform and sustain the business cycle;PLOS Sustainability and Transformation;2022-07-20

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