Matches in SemOpenAlex for { <https://semopenalex.org/work/W1487292277> ?p ?o ?g. }
- W1487292277 abstract "Using option markets intraday and interday data, we analyze the effect of the flow of information on investors’ fear measured by their perceived risk. We find that the interruption of the information flow during weekend, holiday and overnight trading breaks increases perceived risk and decreases actual risk when the market reopens. This, in turn, encourages option traders to postpone trading, resulting in a lower trading volume. The actual risk results conform to the reported results on stock price volatility after trading breaks, while the perceived risk result conforms to existing theoretical models about information processing and price discovery." @default.
- W1487292277 created "2016-06-24" @default.
- W1487292277 creator A5054459198 @default.
- W1487292277 creator A5077234878 @default.
- W1487292277 date "2012-01-01" @default.
- W1487292277 modified "2023-09-27" @default.
- W1487292277 title "Asymmetric Information, Perceived Risk and Trading Patterns: The Options Market" @default.
- W1487292277 cites W1529202042 @default.
- W1487292277 cites W1606342119 @default.
- W1487292277 cites W1879215575 @default.
- W1487292277 cites W1978108721 @default.
- W1487292277 cites W2016477508 @default.
- W1487292277 cites W2060821215 @default.
- W1487292277 cites W2061363519 @default.
- W1487292277 cites W2065452751 @default.
- W1487292277 cites W2107710971 @default.
- W1487292277 cites W2109382381 @default.
- W1487292277 cites W2111502349 @default.
- W1487292277 cites W2138427718 @default.
- W1487292277 cites W2138695760 @default.
- W1487292277 cites W2146307577 @default.
- W1487292277 cites W2151349532 @default.
- W1487292277 cites W2599673054 @default.
- W1487292277 cites W3122439613 @default.
- W1487292277 cites W3122767173 @default.
- W1487292277 cites W3122983259 @default.
- W1487292277 doi "https://doi.org/10.2139/ssrn.2027899" @default.
- W1487292277 hasPublicationYear "2012" @default.
- W1487292277 type Work @default.
- W1487292277 sameAs 1487292277 @default.
- W1487292277 citedByCount "1" @default.
- W1487292277 countsByYear W14872922772014 @default.
- W1487292277 crossrefType "journal-article" @default.
- W1487292277 hasAuthorship W1487292277A5054459198 @default.
- W1487292277 hasAuthorship W1487292277A5077234878 @default.
- W1487292277 hasConcept C10138342 @default.
- W1487292277 hasConcept C106159729 @default.
- W1487292277 hasConcept C106306483 @default.
- W1487292277 hasConcept C127413603 @default.
- W1487292277 hasConcept C131562839 @default.
- W1487292277 hasConcept C137577040 @default.
- W1487292277 hasConcept C138885662 @default.
- W1487292277 hasConcept C144133560 @default.
- W1487292277 hasConcept C158876240 @default.
- W1487292277 hasConcept C162324750 @default.
- W1487292277 hasConcept C172428447 @default.
- W1487292277 hasConcept C204036174 @default.
- W1487292277 hasConcept C2778311368 @default.
- W1487292277 hasConcept C2779136372 @default.
- W1487292277 hasConcept C39658296 @default.
- W1487292277 hasConcept C41895202 @default.
- W1487292277 hasConcept C556758197 @default.
- W1487292277 hasConcept C78508483 @default.
- W1487292277 hasConcept C78519656 @default.
- W1487292277 hasConcept C91602232 @default.
- W1487292277 hasConceptScore W1487292277C10138342 @default.
- W1487292277 hasConceptScore W1487292277C106159729 @default.
- W1487292277 hasConceptScore W1487292277C106306483 @default.
- W1487292277 hasConceptScore W1487292277C127413603 @default.
- W1487292277 hasConceptScore W1487292277C131562839 @default.
- W1487292277 hasConceptScore W1487292277C137577040 @default.
- W1487292277 hasConceptScore W1487292277C138885662 @default.
- W1487292277 hasConceptScore W1487292277C144133560 @default.
- W1487292277 hasConceptScore W1487292277C158876240 @default.
- W1487292277 hasConceptScore W1487292277C162324750 @default.
- W1487292277 hasConceptScore W1487292277C172428447 @default.
- W1487292277 hasConceptScore W1487292277C204036174 @default.
- W1487292277 hasConceptScore W1487292277C2778311368 @default.
- W1487292277 hasConceptScore W1487292277C2779136372 @default.
- W1487292277 hasConceptScore W1487292277C39658296 @default.
- W1487292277 hasConceptScore W1487292277C41895202 @default.
- W1487292277 hasConceptScore W1487292277C556758197 @default.
- W1487292277 hasConceptScore W1487292277C78508483 @default.
- W1487292277 hasConceptScore W1487292277C78519656 @default.
- W1487292277 hasConceptScore W1487292277C91602232 @default.
- W1487292277 hasLocation W14872922771 @default.
- W1487292277 hasOpenAccess W1487292277 @default.
- W1487292277 hasPrimaryLocation W14872922771 @default.
- W1487292277 hasRelatedWork W1497206731 @default.
- W1487292277 hasRelatedWork W1509716043 @default.
- W1487292277 hasRelatedWork W1569450843 @default.
- W1487292277 hasRelatedWork W1588437248 @default.
- W1487292277 hasRelatedWork W2005192620 @default.
- W1487292277 hasRelatedWork W2067126594 @default.
- W1487292277 hasRelatedWork W2120963140 @default.
- W1487292277 hasRelatedWork W2175060570 @default.
- W1487292277 hasRelatedWork W2250103221 @default.
- W1487292277 hasRelatedWork W2259824611 @default.
- W1487292277 hasRelatedWork W2261506614 @default.
- W1487292277 hasRelatedWork W2391169313 @default.
- W1487292277 hasRelatedWork W2911940583 @default.
- W1487292277 hasRelatedWork W302800660 @default.
- W1487292277 hasRelatedWork W3123468288 @default.
- W1487292277 hasRelatedWork W3125049297 @default.
- W1487292277 hasRelatedWork W3127664911 @default.
- W1487292277 hasRelatedWork W3208493601 @default.
- W1487292277 hasRelatedWork W2118293696 @default.
- W1487292277 hasRelatedWork W3122625458 @default.
- W1487292277 isParatext "false" @default.
- W1487292277 isRetracted "false" @default.