Gambling preferences options markets and volatility

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Gambling preference and individual equity option returns

Gambling preference and individual equity option returns "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) 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

Market Volatility Has Gone Through the Roof. Here’s Why That ...

Religious Beliefs, Gambling Attitudes, and Financial Market Outcomes ABSTRACT We use religion as a proxy for gambling and investigate whether geographical variation in religion-induced gambling norms affects aggregate market outcomes. Motivated by the evidence from gambling Helder Palaro's homepage

Risk Aversion, Indivisible Timing Options and Gambling - University of ...

Gambling Preference and the New Year Effect of Assets with ... This paper examines whether investors exhibit a New Year's gambling preference and whether such preference impacts prices and returns of assets with lottery features. In January, calls options have higher demand than put options, especially by small investors. Gambling Preference and the New Year Effect of Assets with ... This paper examines whether a New Year's gambling preference of individual investors impacts prices and returns of assets with lottery features. We find that, in January, call options have higher demand than put options, especially among small investors. In addition, relative to at-the-money calls ...

Volatility Risk Premium Effect - Quantpedia.com

analysis to examine if the trader's preference of options changes with change ... of volatility informed trading of options in Indian market. .... bets only on volatility. A Few Tips For New Traders On How To Play Market Volatility ... 24 Jan 2019 ... With stock market volatility ramping up in recent months, the idea of ... bets over several time frames geared to the subscribers' preference, buying double premium to leverage bets on volatility, and selling options to profit from ... The Low Volatility Anomaly: Lottery Preferences - Invesco S&P 500 ... 24 Jul 2015 ... This series offers an expansive look at the Low Volatility Anomaly, ... If you have ever walked by a busy row of slot machines and watched gamblers pull a lever that ... preference for skewness will not hold the market portfolio because ... In the presence of incentive contracts with option-like payouts that are ...