'Estimating Sentiment, Risk Aversion, and Time Preference from Behavioral Pricing Kernel Theory': Online Appendix
60 Pages Posted: 22 Jul 2013 Last revised: 20 Mar 2017
Date Written: March 10, 2017
This online appendix extends the empirical analysis in the main paper, and provides diagnostic tests, robustness checks and additional regression results.
The paper "Estimating Sentiment, Risk Aversion, and Time Preference from Behavioral Pricing Kernel Theory" to which these Appendices apply is available at the following URL: http://ssrn.com/abstract=2060983
Keywords: Sentiment, Pricing Kernel, Optimism, Overconfidence, Option Data
JEL Classification: G02, G12
Suggested Citation: Suggested Citation