16-022/IV - Single Stock Call Options as Lottery Tickets - Overpricing and Investor Sentiment

• Authors
  Luiz Felix, VU University Amsterdam, the Netherlands; Roman Kraussl, University of Luxembourg, Luxemburg; Philip Stork, VU University Amsterdam, the Netherlands
• Publication date
  April 1, 2016

• Keywords
  Cumulative prospect theory, Market sentimen, Risk-neutral densities, Call options
• JEL
  G02, G12