Open AccessStein’s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior?
Author(s) -
Thorsten Lehnert,
Yuehao Lin,
Nicolas Martelin
Publication year - 2016
Publication title -
the journal of derivatives
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.286
H-Index - 44
eISSN - 2168-8524
pISSN - 1074-1240
DOI - 10.3905/jod.2016.23.3.022
Subject(s) - mean reversion , economics , volatility (finance) , financial economics , econometrics , monetary economics
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