Overconfidence among option traders
Author:
Affiliation:
1. Department of Accounting and Finance; Southeastern Oklahoma State University; Durant Oklahoma
2. Department of Finance and Real Estate; University of Texas at Arlington; Arlington Texas
Publisher
Wiley
Subject
Economics and Econometrics,Finance
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/rfe.1048/fullpdf
Reference65 articles.
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3. The joint cross section of stocks and options;An;Journal of Finance,2014
4. Spanning the state space with options;Arditti;Journal of Financial and Quantitative Analysis,1980
5. The relationship between return and market value of common stocks;Banz;Journal of Financial Economics,1981
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