Speculations in option markets enhance allocation efficiency with heterogeneous beliefs and learning

2013 ◽  
Vol 37 (12) ◽  
pp. 4675-4694 ◽  
Author(s):  
Zhenjiang Qin
Keyword(s):  
Heterogeneous Beliefs ◽  
Option Markets ◽  
Allocation Efficiency

Model Uncertainty and Option Markets with Heterogeneous Beliefs

2006 ◽  
Vol 61 (6) ◽  
pp. 2841-2897 ◽  
Author(s):  
ANDREA BURASCHI ◽  
ALEXEI JILTSOV
Keyword(s):  
Model Uncertainty ◽  
Heterogeneous Beliefs ◽  
Option Markets

Crash Discovery in Stock and Option Markets

1999 ◽  
Author(s):  
Gurdip S. Bakshi ◽  
Dilip B. Madan
Keyword(s):  
Option Markets

International Evidence of Nonlinear Cointegration and Error-Correction between Spot and Option Markets

2012 ◽  
Author(s):  
Eleftheria S. Kostika ◽  
Raphael N. Markellos ◽  
Thanos Andrikopoulos ◽  
George Daskalakis
Keyword(s):  
Error Correction ◽  
Option Markets ◽  
International Evidence
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