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Stein’s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior? - 2016
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Article (Scientific journals)
Stein’s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior?
LEHNERT, Thorsten
;
LIN, Y.
;
MARTELIN, N.
2016
•
In
Journal of Derivatives, 23
(3), p. 22-35
Peer reviewed
Permalink
https://hdl.handle.net/10993/29862
DOI
10.3905/jod.2016.23.3.022
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option anomaly.pdf
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Disciplines :
Finance
Author, co-author :
LEHNERT, Thorsten
;
University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
LIN, Y.
MARTELIN, N.
External co-authors :
yes
Language :
English
Title :
Stein’s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior?
Publication date :
2016
Journal title :
Journal of Derivatives
ISSN :
1074-1240
Publisher :
Euromoney Institutional Investor PLC
Volume :
23
Issue :
3
Pages :
22-35
Peer reviewed :
Peer reviewed
Available on ORBilu :
since 17 February 2017
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