Extrapolating Expectations: An Explanation for Excess Volatility, Overreaction and Limited Information Albany-MIT System Dynamics Colloquium Mila Getmansky Jannette Papastaikoudi…
Extrapolating Expectations: An Explanation for Excess Volatility, Overreaction and Limited Information Albany-MIT System Dynamics Colloquium Mila Getmansky Jannette Papastaikoudi…
Investor Behavior in the Option Market * Josef Lakonishok University of Illinois at Urbana-Champaign and National Bureau of Economic Research Inmoo Lee Korea University Allen…