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See detailEssays on Irrational Behavior in Financial Markets
Martelin, Nicolas UL

Doctoral thesis (2014)

Personal preferences along with cognitive biases create the behavioral heterogeneity of a given market. In this thesis we study three markets that are completely different from each other and have their ... [more ▼]

Personal preferences along with cognitive biases create the behavioral heterogeneity of a given market. In this thesis we study three markets that are completely different from each other and have their own peculiarities: the stock market (US equity funds), the option market (S&P500 index options) and the art market (Impressionist and Modern, Post-war and Contemporary, American, and Latin American art indices). [less ▲]

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See detailStein’s Overeaction Puzzle: Option Anomaly or Perfectly Rational Behavior
Lehnert, Thorsten UL; Martelin, Nicolas UL; Lin, Yuehao

E-print/Working paper (2013)

Detailed reference viewed: 74 (5 UL)
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See detailNoise Trading and the Cross-Section of Index Option Prices
Irek, Fabian UL; Frijns, Bart; Lehnert, Thorsten UL et al

E-print/Working paper (2012)

Detailed reference viewed: 27 (1 UL)