Browsing Journal Articles by Subject "Out-of-the-money (OTM)"
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Beleif distortion near 52W high and low: evidence from Indian equity options market
(Wiley, 2023-06-28)We examine investors' behavioral biases and preferences in the options market near 52-week high and low (52W-H/L) using Indian options market data. We document that as the stock price approaches 52W high (low), the skewness ...