SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Option implied ambiguity and its information content: Evidence from the subprime crisis
16 references·2 citing·29 second hop
Option implied ambiguity and its information content: Evidence from the subprime crisis (2015)Option implied ambiguity and its informat…The General Theory of Employment, Interest, and Money (2018)The General Theory of Employm…Theory of rational option pricing (2005)Theory of rational option pri…Subjective probability and expected utility without additivity (2004)Subjective probability and ex…Insurance: Mathematics and Economics (2004)Insurance: Mathematics and Ec…A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)A Closed-Form Solution for Op…Advances in prospect theory: Cumulative representation of uncertainty (1992)Advances in prospect theory: …Subjective Probability and Expected Utility without Additivity (1989)Subjective Probability and Ex…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)Further Evidence On Investor …Martingales and arbitrage in multiperiod securities markets (1979)Martingales and arbitrage in …Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employm…Risk, Uncertainty and Profit (1921)Risk, Uncertainty and ProfitInvesting during a Fintech Revolution: Ambiguity and return risk in cryptocurrencies (2021)Investing during a Fintech Re…Uncertain outcome presentations bias decisions: experimental evidence from Finland and Italy (2016)Uncertain outcome presentatio…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Judgment under Uncertainty: Heuristics and Biases (1975)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Individual differences in reasoning: Implications for the rationality debate? (2000)A perspective on judgment and choice: Mapping bounded rationality. (2003)A Theory of the Term Structure of Interest Rates (1985)Empirical Performance of Alternative Option Pricing Models (1997)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)The Cross‐Section of Volatility and Expected Returns (2006)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Entrepreneurial discovery and the competitive market process: an Austrian approach (2000)Gender Differences in Preferences (2009)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Introduction: epistemic communities and international policy coordination (1992)Option pricing: A simplified approach (1979)Political Parties and Macroeconomic Policy (1977)Dividend yields and expected stock returns (1988)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)The Categorical Imperative: Securities Analysts and the Illegitimacy Discount (1999)Optimal monetary policy with staggered wage and price contracts (2000)Investor Psychology and Asset Pricing (2001)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
  • 1936The General Theory of Employment, Interest and Money.14,486 cited
  • 1936The General Theory of Employment, Interest and Money.12,562 cited
  • 1921Risk, Uncertainty and Profit9,962 cited
  • 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options8,768 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1936The General Theory of Employment, Interest and Money, by John Maynard Keynes6,220 cited
  • 2018The General Theory of Employment, Interest, and Money4,835 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 1979Martingales and arbitrage in multiperiod securities markets3,595 cited
  • 2004Subjective probability and expected utility without additivity2,510 cited
  • 1987Further Evidence On Investor Overreaction and Stock Market Seasonality2,374 cited
  • 1989Subjective Probability and Expected Utility without Additivity2,308 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2004Insurance: Mathematics and Economics1,308 cited
  • Cited by

    • 2021Investing during a Fintech Revolution: Ambiguity and return risk in cryptocurrencies33 cited
    • 2016Uncertain outcome presentations bias decisions: experimental evidence from Finland and Italy0 cited