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Option pricing by students and professional traders: a behavioural investigation
7 references·16 citing·51 second hop
Option pricing by students and professional traders: a behavioural investigation (2006)Option pricing by students and profession…Research in experimental economics (2010)Research in experimental econ…Overconfidence in investment decisions: An experimental approach (2005)Overconfidence in investment …The behavioral relevance of mental accounting for the pricing of financial options (2003)The behavioral relevance of m…Behavioral Portfolio Theory (2000)Behavioral Portfolio TheoryGaming Against Managers in Incentive Systems: Experimental Results with Chinese Students and Chinese Managers (1999)Gaming Against Managers in In…The Handbook of Experimental Economics (1995)The Handbook of Experimental …Option pricing: A simplified approach (1979)Option pricing: A simplified …Behavioral Insights from a Three-Day Trading Simulation: Emotions, Financial Strategy Adaptation, and Competition (2026)Behavioral Insights from a Th…Higher order risk attitudes of financial experts (2022)Higher order risk attitudes o…An Experimental Study of the Effect of the Anchor of the Option's Underlying Asset on Investors’ Pricing Decisions (2022)An Experimental Study of the …Market interactions, trust and reciprocity (2020)Market interactions, trust an…A Test of the Modigliani‐Miller Invariance Theorem and Arbitrage in Experimental Asset Markets (2018)A Test of the Modigliani‐Mill…Hidden Skewness: On the Difficulty of Multiplicative Compounding Under Random Shocks (2017)Hidden Skewness: On the Diffi…7. Experimental Economics across Subject Populations (2016)7. 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References

  • 1979Option pricing: A simplified approach6,103 cited
  • 1995The Handbook of Experimental Economics2,053 cited
  • 2000Behavioral Portfolio Theory1,040 cited
  • 1999Gaming Against Managers in Incentive Systems: Experimental Results with Chinese Students and Chinese Managers220 cited
  • 2010Research in experimental economics179 cited
  • 2005Overconfidence in investment decisions: An experimental approach158 cited
  • 2003The behavioral relevance of mental accounting for the pricing of financial options82 cited

Cited by

  • 2009A quantitative stock prediction system based on financial news202 cited
  • 2011Laboratory Experiments: Professionals Versus Students131 cited
  • 2014BUSINESS MODEL INNOVATION AND STRATEGIC FLEXIBILITY: INSIGHTS FROM AN EXPERIMENTAL RESEARCH DESIGN86 cited
  • 20167. Experimental Economics across Subject Populations62 cited
  • 2020Market interactions, trust and reciprocity50 cited
  • 2010On the prevalence of framing effects across subject-pools in a two-person cooperation game48 cited
  • 2010Investment Behavior and the Biased Perception of Limited Loss Deduction in Income Taxation43 cited
  • 2018A Test of the Modigliani‐Miller Invariance Theorem and Arbitrage in Experimental Asset Markets

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42 cited
  • 2004On the microstructure of price determination and information aggregation with sequential and asymmetric information arrival in an experimental asset market40 cited
  • 2014Security Returns and Tax Aversion Bias: Behavioral Responses to Tax Labels39 cited
  • 2007Experimental economics and experimental computer science19 cited
  • 2022Higher order risk attitudes of financial experts14 cited
  • 2017Hidden Skewness: On the Difficulty of Multiplicative Compounding Under Random Shocks11 cited
  • 2013Hidden Skewness: On the Difficulty of Multiplicative Compounding Under Random Shocks9 cited
  • 2022An Experimental Study of the Effect of the Anchor of the Option's Underlying Asset on Investors’ Pricing Decisions7 cited
  • 2026Behavioral Insights from a Three-Day Trading Simulation: Emotions, Financial Strategy Adaptation, and Competition2 cited