A note on Stein's overreaction puzzle
type: Item
instance of: scholarly article
title: A note on Stein's overreaction puzzle
zbMATH Open document ID: 1444.91210
author: Yuehao Lin
author: Thorsten Lehnert
published in: Decisions in Economics and Finance
publication date: 2020-07-08T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G30
zbMATH DE Number: 7218652
zbMATH Keywords: pricing kernel
zbMATH Keywords: stochastic volatility
zbMATH Keywords: overreaction
zbMATH Keywords: variance risk
MaRDI profile type: Publication
full work available at URL: s10203-019-00244-z
OpenAlex ID: W2925262491
cites work: A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
DOI: 10.1007/S10203-019-00244-Z
description: scientific article; zbMATH DE number 7218652