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Overreactions in the Options Market

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References

1983Judgement under Uncertainty: Heuristics and Biases3,812 cited
1987Mean Reversion in Stock Prices: Evidence and Implications1,875 cited

Cited by

2001Underreaction, Overreaction, and Increasing Misreaction to Information in the Options Market209 cited
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1992Nonlinear time-series analysis of stock volatilities157 cited
1995Conditional volatility and the informational efficiency of the PHLX currency options market138 cited
2000The Dynamics of the S&P 500 Implied Volatility Surface137 cited
1991S&P 100 Index Option Volatility135 cited
2015Investor attention and FX market volatility131 cited
1995Forecasting volatility in commodity markets126 cited
2019Emotions in the Stock Market125 cited
2003Contrarian and Momentum Strategies in the Spanish Stock Market119 cited
2016Gambling preference and individual equity option returns118 cited

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2017Behavioural Finance: A Review116 cited

1992Dividends and S&P 100 index option valuation116 cited

2011Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios111 cited