Efficiency and Adaptive Expectations in Experimental Asset and Digital Option Markets

2008 ◽  
Author(s):  
Stefan Palan
Keyword(s):  
Adaptive Expectations ◽  
Option Markets ◽  
Digital Option

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

Price Discovery Across Equity and Option Markets

2013 ◽  
Author(s):  
Hayden Kane
Keyword(s):  
Price Discovery ◽  
Option Markets

Necessary Condition for Rationality and Adaptive Expectations Schemes

2014 ◽  
Author(s):  
Mauro Gallegati ◽  
Antonio Palestrini
Keyword(s):  
Necessary Condition ◽  
Adaptive Expectations

Informed Trading in Option Markets around Accelerated Share Repurchase Announcements

2017 ◽  
Author(s):  
Ladshiya Atisoothanan ◽  
Balasingham Balachandran ◽  
Huu Nhan Duong ◽  
Michael F. Theobald
Keyword(s):  
Informed Trading ◽  
Share Repurchase ◽  
Option Markets ◽  
Repurchase Announcements

The Pricing of Tail Risk and the Equity Premium: Evidence From International Option Markets

2019 ◽  
Vol 38 (3) ◽  
pp. 662-678 ◽  
Author(s):  
Torben G. Andersen ◽  
Nicola Fusari ◽  
Viktor Todorov
Keyword(s):  
Equity Premium ◽  
Tail Risk ◽  
Option Markets

scholarly journals Learning, Adaptive Expectations, and Technology Shocks

2008 ◽  
Author(s):  
Kevin X. D. Huang ◽  
Zheng Liu ◽  
Tao A. Zha
Keyword(s):  
Technology Shocks ◽  
Adaptive Expectations
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