Browsing Open Theses & Dissertations by Thesis Supervisor "Wang, Peiming"
Now showing items 1-2 of 2
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Disposition effect and momentum based on prospect theory/mental accounting in the Chinese stock markets
(Auckland University of Technology, 2010)The disposition effect, which is first introduced by Shefrin and Statman (1985), refers to the tendency of individuals to profit their gaining transactions (winners) too early and the reluctance to realize their losing ... -
Three Essays on Equity, Volatility and Commodity Derivatives
(Auckland University of Technology, 2017)This thesis provides a comprehensive study on option markets, with a focus on Leveraged Exchange Traded Fund (LETF) options, volatility options and crude oil options. Study of LETF option market is carried out using a ...