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An Experimental Study of the Effect of the Anchor of the Option's Underlying Asset on Investors’ Pricing Decisions
16 references·2 citing·33 second hop
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 Effect of th…“Options, Futures, and Other Derivatives” (2016)“Options, Futures, and Other …A literature review of the anchoring effect (2010)A literature review of the an…Do Behavioral Biases Affect Prices? (2005)Do Behavioral Biases Affect P…Risk Aversion and Incentive Effects (2002)Risk Aversion and Incentive E…The Effects of Financial Incentives in Experiments: A Review and Capital-Labor-Production Framework \n (1999)The Effects of Financial Ince…Psychological Factors and Stock Option Exercise (1999)Psychological Factors and Sto…The limits of anchoring (1994)The limits of anchoringA Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)A Closed-Form Solution for Op…Experimental Tests of the Endowment Effect and the Coase Theorem (1990)Experimental Tests of the End…Mental Accounting and Consumer Choice (1985)Mental Accounting and Consume…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …Option pricing: A simplified approach (1979)Option pricing: A simplified …Options: A Monte Carlo approach (1977)Options: A Monte Carlo approa…Option pricing (1976)Option pricingThe Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Start Small and Stay Small: Anchoring in App-Based Investing (2023)Start Small and Stay Small: A…Does Personal Experience with COVID-19 Impact Investment Decisions? Evidence from a Survey of US Retail Investors (2022)Does Personal Experience with…Theory of Rational Option Pricing (1973)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)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Theory of rational option pricing (2005)Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small and in the Large (1976)Oxytocin increases trust in humans (2005)Gender Differences in Preferences (2009)INDIVIDUAL RISK ATTITUDES: MEASUREMENT, DETERMINANTS, AND BEHAVIORAL CONSEQUENCES (2011)An Engine, Not a Camera (2006)Facts and Fantasies about Commodity Futures (2006)Introductory Econometrics for Finance (2008)Martingales and stochastic integrals in the theory of continuous trading (1981)Evaluating Natural Resource Investments (1985)Irreversibility, Uncertainty, and Investment (1990)Are Investors Reluctant to Realize Their Losses? (1998)A perspective on judgment and choice: Mapping bounded rationality. (2003)Instructional manipulation checks: Detecting satisficing to increase statistical power (2009)The Framing of Decisions and the Psychology of Choice (1981)Advances in prospect theory: Cumulative representation of uncertainty (1992)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Users of the world, unite! The challenges and opportunities of Social Media (2009)Does Market Experience Eliminate Market Anomalies? (2003)Field Experiments (2004)Third-party punishment and social norms (2004)A Review of WTA/WTP Studies (2002)Toward a theory of customer engagement marketing (2016)
this work references cited by second hop

References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options8,768 cited
  • 1979Option pricing: A simplified approach6,103 cited
  • 2002Risk Aversion and Incentive Effects5,973 cited
  • 2016“Options, Futures, and Other Derivatives”5,007 cited
  • 1985Mental Accounting and Consumer Choice4,875 cited
  • 1990Experimental Tests of the Endowment Effect and the Coase Theorem3,192 cited
  • 1999The Effects of Financial Incentives in Experiments: A Review and Capital-Labor-Production Framework \n1,428 cited
  • 1977Options: A Monte Carlo approach1,341 cited
  • 2010A literature review of the anchoring effect1,178 cited
  • 2005Do Behavioral Biases Affect Prices?613 cited
  • 1999Psychological Factors and Stock Option Exercise548 cited
  • 1976Option pricing473 cited
  • 1994The limits of anchoring

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392 cited

Cited by

  • 2022Does Personal Experience with COVID-19 Impact Investment Decisions? Evidence from a Survey of US Retail Investors21 cited
  • 2023Start Small and Stay Small: Anchoring in App-Based Investing4 cited