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: 13-Mar-10 : 12:08:01
(see the real-time t-test result for this time at the bottom of the table)

Tick	premium change due to loss	due to same gain	Loss-gain
ACH	0.65	0.35	0.3
ACI	0.82	0.38	0.44
ACL	5.06	2.65	2.41
GOOG	6.4	3.6	2.8
MSFT	0.86	0.35	0.51
ACO	2.2	0.1	2.1
ACS	0	0	0
IBM	2.82	0.29	2.53
MMM	4.75	1.51	3.24
C	0.86	0.09	0.77
CA	2.55	0.3	2.25
CAB	1.35	0.05	1.3
MOT	0.88	0.13	0.75
CAH	-9.45	9.76	-19.21
CAJ	4.45	0.05	4.4
CAL	1.3	0.65	0.65
CAT	1.96	0.87	1.09
CAM	1	0.45	0.55
FAZ	0.56	0.21	0.35
CAR	2.7	1.05	1.65
ORCL	0.82	0.27	0.55
DCI	2.85	0.25	2.6
T	0.59	0.06	0.53
CBS	0.38	0.15	0.23
BAC	0.7	0.17	0.53
AIG	0.98	0.76	0.22
L	2.55	-0.07	2.62
IBM	2.82	0.29	2.53
INTC	0	0	0
GS	3.37	1.73	1.64
FAZ	0.56	0.21	0.35
FAS	0.65	0.52	0.13

mean(of diff)=0.65; std=3.74; t(31)=0.98; p-value=0.16354306