How Tragedy Impacts American Market Returns and Options Volatility

How Tragedy Impacts American Market Returns and Options Volatility

Bibliographic Details
Main Author: Wolff, Patrick N.
Language:English
Published: Ohio University Honors Tutorial College / OhioLINK 2015
Subjects:
Finance
School Shooting
Market Efficiency
Plane Crash
Hurricane
Tornado
Earthquake
Online Access:http://rave.ohiolink.edu/etdc/view?acc_num=ouhonors1429892639
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spelling ndltd-OhioLink-oai-etd.ohiolink.edu-ouhonors14298926392021-08-03T06:30:45Z How Tragedy Impacts American Market Returns and Options Volatility Wolff, Patrick N. Finance Finance School Shooting Market Efficiency Plane Crash Hurricane Tornado Earthquake This paper expands on prior research by focusing on tragedy in a broad sense and how it impacts market returns and options volatility. Many investors are victims of framing, a concept where they base purely logical decisions on emotion. In a market where the goal is to accurately interpret the price of an asset, this can cause significant inefficiencies that are further exacerbated through arbitrage. The observations from this research indicate that investors react logically to the two categorized types of tragedy: accidental harm and purposeful harm. 2015-05-10 English text Ohio University Honors Tutorial College / OhioLINK http://rave.ohiolink.edu/etdc/view?acc_num=ouhonors1429892639 http://rave.ohiolink.edu/etdc/view?acc_num=ouhonors1429892639 unrestricted This thesis or dissertation is protected by copyright: all rights reserved. It may not be copied or redistributed beyond the terms of applicable copyright laws.
collection NDLTD
language English
sources NDLTD
topic Finance
Finance
School Shooting
Market Efficiency
Plane Crash
Hurricane
Tornado
Earthquake
spellingShingle Finance
Finance
School Shooting
Market Efficiency
Plane Crash
Hurricane
Tornado
Earthquake
Wolff, Patrick N.
How Tragedy Impacts American Market Returns and Options Volatility
author Wolff, Patrick N.
author_facet Wolff, Patrick N.
author_sort Wolff, Patrick N.
title How Tragedy Impacts American Market Returns and Options Volatility
title_short How Tragedy Impacts American Market Returns and Options Volatility
title_full How Tragedy Impacts American Market Returns and Options Volatility
title_fullStr How Tragedy Impacts American Market Returns and Options Volatility
title_full_unstemmed How Tragedy Impacts American Market Returns and Options Volatility
title_sort how tragedy impacts american market returns and options volatility
publisher Ohio University Honors Tutorial College / OhioLINK
publishDate 2015
url http://rave.ohiolink.edu/etdc/view?acc_num=ouhonors1429892639
work_keys_str_mv AT wolffpatrickn howtragedyimpactsamericanmarketreturnsandoptionsvolatility
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