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Investor Attention and Option Returns · Study

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ArticleInvestor Attention and Option Returns

Siu Kai Choy2018

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Articlegreen2018

Investor Attention and Option Returns

Siu Kai Choy · Jason Zhanshun Wei

25 citations·0/0 files stored·Management Science

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Financial Markets and Investment Strategies Decision-Making and Behavioral Economics Stochastic processes and financial applications

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References

2003Liquidity Risk and Expected Stock Returns 2006The Cross‐Section of Volatility and Expected Returns 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION n.d.Editor's Choice Digesting Anomalies: An Investment Approach 2013Betting against beta 2013The other side of value: The gross profitability premium 2010Maxing out: Stocks as lotteries and the cross-section of expected returns

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2026Too Good to Be True: Look-Ahead Bias in Empirical Options Research 2017Daily Winners and Losers

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Year2018

Typearticle

Published2018-01-01

VenueManagement Science

ISSN-L0025-1909

Languageen

Citations25

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1287/mnsc.2022.4557

openalex_workW4297323550

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