Yuehao Lin

Luxembourg School of Finance

No Address Available

SCHOLARLY PAPERS

2

DOWNLOADS

103

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Stein's Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior?

Number of pages: 28 Posted: 22 Oct 2013 Last Revised: 25 Nov 2013
University of Luxembourg, Luxembourg School of Finance and Luxembourg School of Finance
Downloads 99 (341,314)

Abstract:

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Option Markets, Overreaction, Rational Expectations, Mean Reversion, Volatility

2.

Skewness Risk Premium: Theory and Empirical Evidence

Number of pages: 35 Posted: 21 Feb 2013
University of Luxembourg, Luxembourg School of Finance and University of Luxembourg
Downloads 4 (783,142)
Citation 1
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Abstract:

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asset pricing, central moments, investor sentiment, option markets, risk aversion, skewness risk premium