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: 10-Mar-10 : 04:35:42
(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	0.7	0.25	0.45
ACI	0.51	0.31	0.2
ACL	2.4	0.5	1.9
GOOG	6.1	3.75	2.35
MSFT	0.64	0.21	0.43
ACO	2.9	2.2	0.7
ACS	0	0	0
IBM	4.04	1.51	2.53
MMM	4.22	2.17	2.05
C	0.76	0.05	0.71
CA	2.35	0.5	1.85
CAB	1.85	-0.05	1.9
MOT	0.85	0.1	0.75
CAH	-9.3	9.76	-19.06
CAJ	3.95	0.05	3.9
CAL	0.7	0.53	0.17
CAT	1.44	0.58	0.86
CAM	1.96	1.2	0.76
FAZ	0.44	0.2	0.24
CAR	1.3	0.03	1.27
ORCL	0.72	0.22	0.5
DCI	3.05	0.05	3
T	0.56	0.08	0.48
CBS	1.58	0.47	1.11
BAC	0.67	0.18	0.49
AIG	0.43	0.64	-0.21
L	2.75	2.5	0.25
IBM	4.04	1.51	2.53
INTC	0.74	0.23	0.51
GS	3.1	1.56	1.54
FAZ	0.44	0.2	0.24
FAS	0.5	0.6	-0.1

mean(of diff)=0.45; std=3.64; t(31)=0.7; p-value=0.24196358