Heterogeneous Beliefs, Public Information, and Option Markets
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More about this item
Keywords
Heterogeneous Beliefs; Public Information Quality; Option Market; Dynamic Trading; Bayesian Learning.;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CTA-2012-05-29 (Contract Theory and Applications)
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