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Who Profits From Trading Options?
16 references·2 citing·41 second hopsampled
Who Profits From Trading Options? (2021)Who Profits From Trading Options?Tracking Retail Investor Activity (2017)Tracking Retail Investor Acti…Stock Options as Lotteries (2014)Stock Options as LotteriesHow Wise Are Crowds? Insights from Retail Orders and Stock Returns (2013)How Wise Are Crowds? Insights…Individual Investor Trading and Return Patterns around Earnings Announcements (2012)Individual Investor Trading a…The dark side of financial innovation: A case study of the pricing of a retail financial product☆ (2010)The dark side of financial in…Expected Stock Returns and Variance Risk Premia (2009)Expected Stock Returns and Va…Cross-section of option returns and volatility☆ (2009)Cross-section of option retur…Variance Risk Premiums (2008)Variance Risk PremiumsJust How Much Do Individual Investors Lose by Trading? (2008)Just How Much Do Individual I…Individual Investor Trading and Stock Returns (2008)Individual Investor Trading a…Just How Much Do Individual Investors Lose By Trading? (2005)Just How Much Do Individual I…Learning to Be Overconfident (2001)Learning to Be OverconfidentTrading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Trading Is Hazardous to Your …The investment behavior and performance of various investor types: a study of Finland's unique data set (2000)The investment behavior and p…Do Investors Trade Too Much? (1999)Do Investors Trade Too Much?The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Global Risk Aversion: Driving Force of Future Real Economic Activity (2024)Global Risk Aversion: Driving…Investor sentiment and futures market mispricing (2023)Investor sentiment and future…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)The Cross-Section of Expected Stock Returns (1992)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Common risk factors in the returns on stocks and bonds (1993)Bond Risk Premia (2005)Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (2007)How Sovereign Is Sovereign Credit Risk? (2011)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)On Persistence in Mutual Fund Performance (1997)Tails, Fears, and Risk Premia (2011)The VIX, the variance premium and stock market volatility (2014)Momentum crashes (2016)A model of investor sentiment /Investor Psychology and Security Market Under‐ and Overreactions (1998)How Distance, Language, and Culture Influence Stockholdings and Trades (2001)What Makes Investors Trade? (2001)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Investor Psychology and Asset Pricing (2001)The Efficient Market Hypothesis and Its Critics (2003)Who Gambles in the Stock Market? (2009)Risk, Return, and Equilibrium: Empirical Tests (1973)Continuous Auctions and Insider Trading (1985)Noise Trader Risk in Financial Markets (1990)Which Shorts Are Informed? (2007)Do Retail Trades Move Markets? (2008)Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle (2015)Legal Determinants of External Finance (1997)The Behavior of Individual Investors (2013)Attention‐Induced Trading and Returns: Evidence from Robinhood Users (2022)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)Capital market effects of media synthesis and dissemination: evidence from robo-journalism (2017)Why Do Individual Investors Disregard Accounting Information? The Roles of Information Awareness and Acquisition Costs (2017)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Chapter 18 A survey of behavioral finance (2003)The Adaptive Markets Hypothesis (2004)Investor attention, overconfidence and category learning (2006)
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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 2000Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors3,953 cited
  • 1999Do Investors Trade Too Much?2,245 cited
  • 2009Expected Stock Returns and Variance Risk Premia1,776 cited
  • 2001Learning to Be Overconfident1,664 cited
  • 2000The investment behavior and performance of various investor types: a study of Finland's unique data set1,639 cited
  • 2008Variance Risk Premiums1,328 cited
  • 2008Individual Investor Trading and Stock Returns1,014 cited
  • 2008Just How Much Do Individual Investors Lose by Trading?952 cited
  • 2017Tracking Retail Investor Activity602 cited
  • 2013How Wise Are Crowds? Insights from Retail Orders and Stock Returns513 cited
  • 2009Cross-section of option returns and volatility☆418 cited
  • 2012Individual Investor Trading and Return Patterns around Earnings Announcements383 cited
  • 2010The dark side of financial innovation: A case study of the pricing of a retail financial product☆334 cited
  • 2014Stock Options as Lotteries274 cited
  • 2005

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Just How Much Do Individual Investors Lose By Trading?
248 cited

Cited by

  • 2023Investor sentiment and futures market mispricing24 cited
  • 2024Global Risk Aversion: Driving Force of Future Real Economic Activity16 cited