Capital ideas and market realities: Option replication, investor behavior, and stock market crashes.

被引：0
|
作者：
Fridson, MS [1 ]
机构：
[1] Merrill Lynch & Co Inc, New York, NY 10281 USA
来源：
FINANCIAL ANALYSTS JOURNAL | 2001年 / 57卷 / 01期
关键词：
D O I：
暂无
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：60 / 61
页数：2
相关论文
共 50 条
  • [31] Adaptive expectations and stock market crashes
    Frankel, David M.
    INTERNATIONAL ECONOMIC REVIEW, 2008, 49 (02) : 595 - 619
  • [32] Investor Attention and Stock Market Volatility
    Andrei, Daniel
    Hasler, Michael
    REVIEW OF FINANCIAL STUDIES, 2015, 28 (01): : 33 - 72
  • [33] Equilibrium theory of stock market crashes
    Isaenko, Sergey
    JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2015, 60 : 73 - 94
  • [34] Stock market crashes and dynamics of aftershocks
    Kapopoulos, P
    Siokis, F
    ECONOMICS LETTERS, 2005, 89 (01) : 48 - 54
  • [35] Investor flows and stock market returns
    Boyer, Brian
    Zheng, Lu
    JOURNAL OF EMPIRICAL FINANCE, 2009, 16 (01) : 87 - 100
  • [36] Chasing investor sentiment in stock market
    Yang, Chunpeng
    Wu, Huihui
    NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2019, 50
  • [37] The Impact of Investor Sentiment on Stock Market
    Fan, Yang Yu
    Hong, Liu De
    PROCEEDINGS OF THE 2017 3RD INTERNATIONAL CONFERENCE ON HUMANITIES AND SOCIAL SCIENCE RESEARCH (ICHSSR 2017), 2017, 121 : 506 - 509
  • [38] Aggregate Investor Confidence in the Stock Market
    Meier, Chris
    JOURNAL OF BEHAVIORAL FINANCE, 2018, 19 (04) : 421 - 433
  • [39] Investor Sentiment and Stock Market Liquidity
    Liu, Shuming
    JOURNAL OF BEHAVIORAL FINANCE, 2015, 16 (01) : 51 - 67
  • [40] THE SWING OPTION ON THE STOCK MARKET
    Dahlgren, Martin
    Korn, Ralf
    INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE, 2005, 8 (01) : 123 - 139
12345