Help - PointsBet The easiest option is to imply a “Stop Loss” on your bet whereby you choose a ... Recognise that some sports betting markets are more volatile than others (i.e. the final ... To ensure you're getting all out great offers make sure your preference ... Who Gambles In The Stock Market? - Yale Economic Additionally, investors who exhibit stronger preference for lottery-type stocks ... attitudes toward gambling are reflected in their stock investment choices and stock .... to invest disproportionately more in stocks with higher idiosyncratic volatility, ...
Deviations from Norms and Informed Trading | Journal of
Publications | Boone Bowles Gambling Preferences, Options Markets, and Volatility (with Ben Blau and Ryan Whitby) – link to paper Journal of Financial and Quantitative Analysis, 2016, 51(2): 515-540 ABSTRACT: This study examines whether the gambling behavior of investors affects volume and volatility in financial markets. Gambling Preference and the New Year Effect of Assets with ... We also go beyond the above empirical literature by studying the gambling preference–induced seasonality in option markets and Chinese stock markets. 2.2 GAMBLING PREFERENCE AT THE TURN-OF-THE-NEW-YEAR. There are several reasons for why we expect investors to engage in excess buying in lottery-type securities at the turn of the year.
Ben Blau - huntsman.usu.edu
Volatility Risk Premium Effect. The implied volatility from stock options is usually bigger than the actual historical volatility. Research therefore suggests the possibility to earn a systematic risk premium by selling at-the-money options short-term.
This paper examines whether a New Year's gambling preference of individual investors impacts prices and returns of assets with lottery features. We find that, in January, call options have higher demand than put options, especially among small investors. In addition, relative to at-the-money calls ...
Helder Palaro's homepage Helder Palaro is an independent systematic trader, with interests in portfolio management, tactical asset allocation, volatility trading, trend following, and deep learning applied to finance. Currently trading a volatility arbitrage strategy. The strategy aims to profit from the mispricing of volatility across options markets. Research Presentations - faculty.bus.olemiss.edu Make and Take Fees in the U.S. Equity Market . Spring 2014 Semester: Friday, February 28 th. Sandra Mortal (University of Memphis) Investment and the Term Structure of Stock Returns . Friday, March 21 st. Andy Puckett (University of Tennessee) FORE! Friday, May 2 nd. Ben Blau (Utah State University) Gambling Preferences, Options Markets, and ... GAMBLING PREFERENCES, OPTIONS MARKETS, AND VOLATILITY
Options Report - Macro Ops
Options Report - Macro Ops
we observe real-world choices of regular market participants who risk varying .... A standard criticism of estimating preferences from betting choices is that the .... plified, sheding light on the puzzlingly high historical volatility of the stock market. Religious Beliefs, Gambling Attitudes, and Financial Market Outcomes∗