This study investigates whether the existence or strength of any misreaction in the options
market is affected by investor sophistication and investor sentiment. Based on a unique data …

In this paper, we set out to investigate the information content of options trading using a unique
dataset to examine the predictive power of the put and call positions of different types of …

In this article, the authors reexamine the American‐style option pricing formula of R. Geske
and HE Johnson (1984), and extend the analysis by deriving a modified formula that can …

… Author links open overlay panel Chuang-Chang Chang a , Pei-Fang Hsieh a , Yaw-Huei …
transaction records, Pan and Poteshman, 2006, Chang et al., 2009 show that the transactions …

The main purpose of this paper is to re-examine the investment-uncertainty relationship in a
real options model, and demonstrates that the Sarkar (J Econ Dyn Control 24:219–225, …

We examine anchoring bias within the real estate market by evaluating evidence and a priori
arguments on the effects of investor sentiment on willingness-to-pay among homebuyers. …

This study investigates the determinants and effects of the use of derivatives in the banking
industry, which mainly uses derivatives for trading. Our empirical evidence suggests that …

Most papers studying loan guarantee are under a one-borrower and one-guarantor framework.
This study uses the option approach to construct models in which loan guarantees are …

We set out in this study to investigate the price impacts of options and futures trading prior to
the stock market opening. Our findings indicate clustering by a high proportion of informed …

In this article we first identify a missing term in the Bouaziz, Briys, and Crouhy ( 1994 ) pricing
formula for forward‐starting Asian options and derive the correct one. First, illustrate in …