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Shaocong Peng

East China Normal University (ECNU)

North Zhongshan Road Campus

3663 N. Zhongshan Rd.

Shanghai , 200062

China

SCHOLARLY PAPERS

1

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Scholarly Papers (1)

1.

Beyond Forward-Looking: Enhancing Market Timing with Option-Implied Probability Weighting

Number of pages: 40 Posted: 28 May 2025
Shaocong Peng and Yun Shi
East China Normal University (ECNU) and East China Normal University (ECNU)
Downloads 73 (916,100)

Abstract:

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probability weighting, probability distortion, option implied information, market timing JEL Classification: D81, G4, G11, G12, G13