Sciweavers

MANSCI
2010
83views more  MANSCI 2010»
13 years 6 months ago
The Behavior of Risk and Market Prices of Risk Over the Nasdaq Bubble Period
We exploit the information in the options market to study the variations of return risk and market prices of different sources of risk during the rise and fall of the Nasdaq marke...
Gurdip Bakshi, Liuren Wu