Even the best Wall Street investors make mistakes. No matter how savvy or experienced, all
financial practitioners eventually let bias, overconfidence, and emotion cloud their …

We explore the stock market and option implied volatility response of the oil and gas industry
to four policy events associated with the Paris Agreement and the election of Donald Trump …

This study comprehensively examines the economic and financial drivers of volatility
changes in terms of a cross-country perspective. We review a wide range of studies related …

This paper analyzes the implied volatility (IV) curve of the SSE 50 ETF options, the first
equity options market in mainland China. We quantify the IV curve and find it exhibits a right …

This paper uses a comprehensive set of predictor variables from the five largest Eurozone
countries to compare the performance of simple univariate and machine learning-based …

Disagreement among investors is pervasive. Some investors see a trend and predict
continuation; others see the same trend and predict reversal. Some investors overreact; …

This paper evaluates the question of whether sentiment extracted from social media and
options volume anticipates future asset return. The research utilized both textual based data …

Empirical research has shown that, when selecting a portfolio, investors not only consider
statistical measures such as risk and return, but also psychological factors such as …

We examine whether a put-call ratio, derived from a unique set of market data, can be used
to predict directional moves in asset prices during various market conditions between March …

This paper investigates the forecast power and the characteristics of investors' sentiment in
Japan. According to the empirical analyses, Japanese investors' sentiment has some …