Who Gambles in the Stock Market? - KUMAR - 2009 - The ... Angel Zhong, Idiosyncratic volatility in the Australian equity market, Pacific ... Gambling Preferences, Options Markets, and Volatility, Journal of Financial and Quantitative Analysis, 10.1017/S002210901600020X, 51, 2, (515-540), (2016). Crossref. Alok ... Publications | Boone Bowles Gambling Preferences, Options Markets, and Volatility (with Ben Blau and Ryan Whitby) – link to paper Journal of Financial and Quantitative Analysis, 2016, 51(2): 515-540 ABSTRACT: This study examines whether the gambling behavior of investors affects volume and volatility in financial markets. Gambling Preference and the New Year Effect of Assets with ...
Most asset classes have a vibrant options market that allow traders to punt on turbulence, and financial engineers have over the years churned out an array of “pure” volatility derivatives ...
Volatility and options price - ResearchGate Several books say that both the call and the put option get higher price when the volatility is higher. .... Gambling Preferences, Options Markets, and Volatility. Religious Beliefs, Gambling Attitudes, and Financial Market Outcomes∗ Mar 6, 2009 ... option grants to non-executives reflect the gambling preferences of ..... volatility and employee gambling preference: The religion-option value.
Market risk: Gambling on volatility | Financial Times
"Gambling Preferences, Options Markets, and Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(02), pages 515-540, April. Full references (including those not matched with items on IDEAS) The Low Volatility Anomaly and the Preference for Gambling ...
Volatility Risk Premium Effect. The implied volatility from stock options is usually bigger than the actual historical volatility. Research therefore suggests the possibility to earn a systematic risk premium by selling at-the-money options short-term.
Volatility-of-Volatility Risk - Jacobs Levy Center - University of ...
May 08, 2017 · Volatility Traders Betting On Higher VIX Via Call Spreads. By. Catch more of my options trading analysis over at my site ... Is A Bull Market IN Volatility Nearing?
option-based tail risk insurance against finan- ... to earn high returns during volatile markets and thus make their portfolios more ... of low-probability events, lottery preferences, and portfolio ..... ity of casino gambling (see, e.g., Barberis 2012).
Are trading and gambling the same? | Futures Magazine Are trading and gambling the same? ... Some markets experts would claim traders create market liquidity to the benefit of long-term investors, and that this in itself has value, similar to “new ... Helder Palaro's homepage