Relevance of the disposition effect on the options market: New evidence-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Relevance of the disposition effect on the options market: New evidence

Published:2020-06-08 Issue:1 Volume:50 Page:75-106
ISSN:0046-3892
Container-title:Financial Management
language:en
Short-container-title:Financial Management

Author:

Chiang Mi‐Hsiu¹,Chiu Hsin‐Yu²,Chou Robin K.³

Affiliation:

1. Department of Money and Banking College of Commerce National Chengchi University Taipei Taiwan

2. Department of Finance National Pingtung University Pingtung Taiwan

3. Department of Finance, Risk and Insurance Center National Chengchi University Taipei Taiwan

Funder

Ministry of Science and Technology, Taiwan

National Natural Science Foundation of China

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/fima.12309

Reference79 articles.

1. Illiquidity and stock returns: cross-section and time-series effects

2. The Cross-Section of Volatility and Expected Returns

3. Delta-Hedged Gains and the Negative Market Volatility Risk Premium

4. Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options

5. Maxing out: Stocks as lotteries and the cross-section of expected returns

Cited by 5 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 disposition effect on partially informed short sellers;Pacific-Basin Finance Journal;2024-10

2. Do you have a choice?: Implications for belief updating and the disposition effect;Journal of Economic Psychology;2024-06

3. Prospect theory and a manager's decision to trade a blind principal bid basket;Global Finance Journal;2023-02

4. Prospect Theory and a Manager's Decision to Trade a Blind Principal Bid Basket;SSRN Electronic Journal;2022

5. A Strange Disposition? Option Trading Based on Reference Prices;SSRN Electronic Journal;2016

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3