Estimating real‐world probabilities: A forward‐looking behavioral framework-Reference-Cited by-同舟云学术

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Estimating real‐world probabilities: A forward‐looking behavioral framework

Published:2021-07-28 Issue:11 Volume:41 Page:1797-1823
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J Futures Markets

Author:

Crisóstomo Ricardo¹²^ORCID

Affiliation:

1. Comisión Nacional del Mercado de Valores (CNMV) Madrid Spain

2. National Distance Education University (UNED) Madrid Spain

Publisher

Wiley

Subject

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

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22248

Reference88 articles.

1. Information, overconfidence and trading: Do the sources of information matter?

2. Option-implied preferences adjustments, density forecasts, and the equity risk premium

3. Nonparametric risk management and implied risk aversion

4. Investor Sentiment and the Cross-Section of Stock Returns

5. Investor Sentiment in the Stock Market

Cited by 2 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. International evidence of the forecasting ability of option‐implied distributions;Journal of Forecasting;2024-02-19

2. Risk appetite and option prices: Evidence from the Chinese SSE50 options market;International Review of Financial Analysis;2023-03

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