Losers and prospectors in the short‐term options market-Reference-Cited by-同舟云学术

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Losers and prospectors in the short‐term options market

Published:2019-01-13 Issue:6 Volume:39 Page:721-743
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J Futures Markets

Author:

Chatrath Arjun¹,Christie‐David Rohan A.²^ORCID,Miao Hong³^ORCID,Ramchander Sanjay³

Affiliation:

1. Pamlplin School of Business, University of PortlandPortland Oregon

2. Finance Discipline, School of Business, University of Colorado DenverDenver Colorado

3. Finance and Real Estate Department, College of Business, Colorado State UniversityFort Collins Colorado

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.21989

Reference88 articles.

1. Parameter-Free Elicitation of Utility and Probability Weighting Functions

2. Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices

3. Probability and Utility Estimates for Racetrack Bettors

4. Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine

Cited by 1 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. Are disposition effect and skew preference correlated? Evidence from account‐level ELW transactions;Journal of Futures Markets;2019-10-11

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