Stein s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior?
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Cited by:
- Yuehao Lin & Thorsten Lehnert, 2020. "A note on Stein’s overreaction puzzle," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(1), pages 269-276, June.
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More about this item
Keywords
Option Markets; Overreaction; Rational Expectations; Mean Reversion; Volatility;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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