Session Chair: Piotr Orłowski, HEC Montreal Session Chair: Xintong Zhan, Fudan University
Location:Reduta | Columned Hall (floor 1)
Presentations
ID: 1739
The Derivative Payoff Bias
Guido Baltussen1,4, Julian Terstegge2, Paul Whelan3
1Erasmus university rotterdam, Netherlands, The; 2Copenhagen Business School; 3The Chinese University of Hong Kong; 4Northern Trust Asset Management - Quantitative Strategies
Discussant: Grigory Vilkov (Frankfurt School of Finance and Management gGmbH)
ID: 329
An Anatomy of Retail Option Trading
Vincent Bogousslavsky2, Dmitriy Muravyev1
1Michigan State University; 2Boston College
Discussant: Svetlana Bryzgalova (London Business School)
ID: 1853
Get the Option Rolling: Option Return Predictability around the Expiration Dates
Pedro Angel Garcia Ares
Instituto Tecnológico Autónomo de México (ITAM), United Kingdom
Discussant: Alexei Zhdanov (Penn State University)
