Keywords: G17
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Review of Behavioral Finance (2022) 14 (3): 345–378.
Published: 11 March 2021
... measure can only capture gambling activity in stocks with available OTM call option data. G11 G12 G13 G17 In this paper, we propose a gambling activity measure, CallMoney , using open interest and moneyness of OTM individual equity call options. Specifically, we calculate weighted...
Journal Articles

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