Underreaction, Overreaction, and Increasing Misreaction to Information in the Options Market
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Reference23 articles.
1. Nonparametric estimation of state-price densities implicit in financial asset prices;Ait-Sahalia;Journal of Finance,1998
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3. A model of investor sentiment;Barberis;Journal of Financial Economics,1998
4. Benzoni , Luca 1999 Pricing options under stochastic volatility: An econometric analysis Northwestern University
5. Chernov , Mikhail Eric Ghysels 1999 Estimation of stochastic volatility models for the purpose of option pricing Pennsylvania State University
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