Clearly Irrational Financial Market Behavior: Evidence from the Early Exercise of Exchange Traded Stock Options

Journal of Finance

Volumn 58, Issue 1, 2003, Pages 37-70

  Poteshman, Allen M ^a   Serbin, Vitaly ^a,b  

^a UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

^b ITG Inc   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0142250297     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/1540-6261.00518     Document Type: Review

References (13)

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5. Finucane, Thomas J., 1997, An empirical analysis of common stock call exercise: A note, Journal of Banking & Finance 21, 563-571.
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7. Heath, Chip, Steven Huddart, and Mark Lang, 1999, Psychological factors and stock option exercise, Quarterly Journal of Economics 114, 601-627.
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12. Shleifer, Andrei, 2000, Inefficient Markets: An Introduction to Behavioral Finance (Oxford University Press, Oxford).
13. Stanton, Richard, 1995, Rational prepayment and the valuation of mortgage-backed securities, Review of Financial Studies 8, 677-708.