The Disposition Effect, Political Uncertainty and Rollover Behavior
Institutional investors tend to rollover index options and futures contracts when facing higher unrealized losses as expiration dates near, particularly during political uncertainty, but this strategy is unprofitable.
Featured in No. 47 on 1 May 2024 · 4 days after release · 0 citations today
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- 27 Apr 2024
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- No. 47 · 1 May 2024
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