Implied volatility and investor beliefs in experimental asset markets

Authors

Lucy Ackert (Kennesaw State University, United States)

Kluger, B.

Qi, L.

Reference

Ackert, L. F., Kluger, B. D., & Qi, L. (2019). Implied volatility and investor beliefs in experimental asset markets. Journal of Financial Markets, 43, 121-136.

Presented at these events

Experimental Finance Conference 2016 (Mannheim Germany)

Link to paper