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wolff_thesiscomplete.pdf (620.16 KB)
ETD Abstract Container
Abstract Header
How Tragedy Impacts American Market Returns and Options Volatility
Author Info
Wolff, Patrick N
Permalink:
http://rave.ohiolink.edu/etdc/view?acc_num=ouhonors1429892639
Abstract Details
Year and Degree
2015, Bachelor of Business Administration (BBA), Ohio University, Business Administration.
Abstract
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.
Committee
Andrew Fodor, Dr. (Advisor)
Pages
57 p.
Subject Headings
Finance
Keywords
Finance
;
School Shooting
;
Market Efficiency
;
Plane Crash
;
Hurricane
;
Tornado
;
Earthquake
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Citations
Wolff, P. N. (2015).
How Tragedy Impacts American Market Returns and Options Volatility
[Undergraduate thesis, Ohio University]. OhioLINK Electronic Theses and Dissertations Center. http://rave.ohiolink.edu/etdc/view?acc_num=ouhonors1429892639
APA Style (7th edition)
Wolff, Patrick.
How Tragedy Impacts American Market Returns and Options Volatility.
2015. Ohio University, Undergraduate thesis.
OhioLINK Electronic Theses and Dissertations Center
, http://rave.ohiolink.edu/etdc/view?acc_num=ouhonors1429892639.
MLA Style (8th edition)
Wolff, Patrick. "How Tragedy Impacts American Market Returns and Options Volatility." Undergraduate thesis, Ohio University, 2015. http://rave.ohiolink.edu/etdc/view?acc_num=ouhonors1429892639
Chicago Manual of Style (17th edition)
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Document number:
ouhonors1429892639
Download Count:
531
Copyright Info
© 2015, all rights reserved.
This open access ETD is published by Ohio University Honors Tutorial College and OhioLINK.