Real-time empirical evidence for loss aversion in option pricing - case of call options
- by Dr. Ye: gye3 at JHU dot EDU
Current EST time: 05-Feb-12 : 09:39:49
(see the real-time t-test result for this time at the bottom of the table)
Tickpremium change due to lossdue to same gainLoss-gain
ACH000
ACI0.050.010.04
ACL000
GOOG000
MSFT0.090.010.08
ACO2.57.6-5.1
ACS