What type of process underlies options? A simple robust test

Article Abstract:

The authors present a method to determine continuous and discontinuous components within an underlying asset price, using prices of out-of-the-money and at-the-money options as its time-to-maturity moves towards zero. This approach is applied to the Standard & Poor's 500 index; results are discussed.

Comparative analysis, Stock index options, Standard and Poor's 500-Stock Price Index (Index)

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Electricity forward prices: a high-frequency empirical analysis

Article Abstract:

An empirical study is conducted on the forward prices of PJM electricity market, the Pennsylvania-Jersey-Maryland Independent System Operator of the US electrical power grid.

Electric Utilities, Electric Power Generation, Transmission and Distribution, Electric services, Price fixing, Pennsylvania-New Jersey-Maryland Interconnection

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Are judgment errors reflected in market prices and allocations? Experimental evidence based on the Monty Hall problem

Article Abstract:

Empirical analysis of Monty Hall puzzle, which is used to study the impact of group decision making on market prices, is presented.

Forecasts, trends, outlooks, Usage, Forecasts and trends, Market trend/market analysis, Probabilities, Probability theory, Decision-making, Group, Group decision making

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