Is trading in the shortest-term index options profitable?

DOI10.1007/S11147-018-9147-9zbMath1414.91386OpenAlexW2808610567MaRDI QIDQ2418431

Tu-Cheng Wu, Ging-Ginq Pan, Yung-Ming Shiu

Publication date: 3 June 2019

Published in: Review of Derivatives Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11147-018-9147-9

zbMATH Keywords

investor sentimentweekly optionsshortest-term options

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

• Advances in prospect theory: cumulative representation of uncertainty
• Prospect Theory: An Analysis of Decision under Risk

This page was built for publication: Is trading in the shortest-term index options profitable?