Option trading and individual investor performance

By Rob Bauer, Mathijs Cosemans, Piet Eichholtz. 2009

144 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/ffb91ad21dbbf9580cffc18b0cf663849b55390a

Citations in the corpus

• How Investor Perceptions Drive Actual Trading and Risk-Taking Behavior (2015, unknown): “, those with larger portfolios or higher house value; (Dorn and Huberman [2005], Bauer et al. [2009]).”
• From Hero to Zero: Evidence of Performance Reversal and Speculative Bubbles in German Renewable Energy Stocks (2013, unknown): “Empirical applications of the Kalman filter in multi-factor performance models can be found, amongst others, in Swinkels and van der Sluis (2006), Mamaysky et al. (2008) and Bauer et al. (2009) .”