Stein s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior?
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References listed on IDEAS
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More about this item
KeywordsOption Markets; Overreaction; Rational Expectations; Mean Reversion; Volatility;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
StatisticsAccess and download statistics
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