The market for crash risk
By: David S. Bates.
Contributors: National Bureau of Economic Research.
Series: NBER working paper series -- no. 8557; Working paper series (National Bureau of Economic Research) -- working paper no. 8557.
Publisher: National Bureau of Economic Research
Published: 2001
Place of publication: Cambridge, MA
Language: eng
Number of pages: 47
Subjects: Risk-taking (Psychology) -- Economic aspects.; Stock price indexes.; Stock options -- Prices.
Notes: "October 2001."

JEL no. G13.

Includes bibliographical references (p. 46-47).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.