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Tuesday, July 21, 2020 | History

4 edition of Investor behavior in the option market found in the catalog.

Investor behavior in the option market

Josef Lakonishok

Investor behavior in the option market

by Josef Lakonishok

  • 244 Want to read
  • 8 Currently reading

Published by National Bureau of Economic Research in Cambridge, MA .
Written in English

    Subjects:
  • Options (Finance) -- Econometric models.

  • Edition Notes

    StatementJosef Lakonishok, Inmoo Lee, Allen M. Poteshman.
    SeriesNBER working paper series ;, working paper 10264, Working paper series (National Bureau of Economic Research : Online) ;, working paper no. 10264.
    ContributionsLee, Inmoo, 1966-, Poteshman, Allen M., National Bureau of Economic Research.
    Classifications
    LC ClassificationsHB1
    The Physical Object
    FormatElectronic resource
    ID Numbers
    Open LibraryOL3476630M
    LC Control Number2005616159

    IBD’s extensive futures and options coverage tells you what you need to know about the gold and oil markets. Also find trading tips during earnings season. Knowing the reasons why option prices behave the way they do may help you become a better trader. Plan Your Option Trades With An Understanding Of Option Price Behavior expert market.

    Successful investing depends on correct predictions about the movements of the market, both as a whole and in its component parts. There is no foolproof way to successfully predict market behavior. patterns of investor behavior, as well as reasons that individuals are reluctant to invest in the first place. The “Annotated Bibliography on the Behavioral Characteristics of U.S. Investors,” also prepared by the Federal Research Division, summarizes the research cited in this paper.

    Ambiguity aversion Hersh Shefrin, Beyond Greed and Fear: Understanding Financial Behavior and the Psychology of Investing (Oxford: Oxford University Press, ). Availability bias In finance, an investor’s tendency to base the probability of an event on the availability of information. occurs because investors rely on information to make. Its main objective is to understand individual investor behavior. In order to review the literature, research papers have been collected from various referred journals related to individual investors’ behavior. Keywords: Investment, Investment behavior, rural investor, investment pattern and financial market .


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Investor behavior in the option market by Josef Lakonishok Download PDF EPUB FB2

From the New York Times bestselling author of the book named the best investment book of comes The Behavioral Investor, an applied look at how psychology ought to inform the art and science of investment management.

Joint Gold medallist at the Axiom Business Book Awards - Personal Finance / Retirement Planning / Investing/5(). Investor Behavior in the Option Market Josef Lakonishok, Inmoo Lee, Allen M.

Poteshman. NBER Working Paper No. Issued in February NBER Program(s):Asset Pricing This paper investigates the behavior of investors in the equity option market using a unique and detailed dataset of open interest and volume for all contracts listed on the Chicago Board Options Exchange over the.

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Blending contributions from noted academics and experienced practitioners, this chapter book will. Capital Ideas and Market Realities: Option Replication, Investor Behavior, and Stock Market Crashes includes a foreword by Harry M.

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For example, younger Mainland Chinese investors and older Hong Kong investors tend to have the same choice of the country-specific financial investment option. Table 6 summarizes the impacts of key factors and attributes on the investment behaviour of Mainland Chinese and Hong Kong investors.

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[Bruce I Jacobs] -- Bruce Jacobs sifts through the history of modern finance, from the efficient market hypothesis to behavioral psychology and chaos theory, to determine the cause of recent market crashes.

He finds. An option is a contract that allows (but doesn't require) an investor to buy or sell an underlying instrument like a security, ETF or index at a certain price over a certain period of time.

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Social Factors: There are important factors affecting the consumer buying behavior. Age: Age and life-cycle have potential impact on the consumer buying is obvious that the consumers change the purchase of goods and services with the.In the latter case it shows how a utility-maximizing investor trading in the market and a riskless bond, subject to proportional transaction costs, can increase his/her expected utility by overlaying a zero-net-cost portfolio of options bought at their ask price and written at their bid price, irrespective of the specific form of the utility.