CORDIS Project
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This project investigates how demand influences the pricing of option derivatives, a rapidly growing financial product. By analyzing investor holdings and adapting new methodologies, it aims to understand price fluctuations and their implications for market dynamics and investor behavior.
A novel line of research suggests that financial assets react to demand similarly to other products; in contrast with the classical view of inelastic demand for financial products.
This new paradigm implies that data on holdings is extremely useful for predicting price changes and creating counterfactual scenarios.
Until now, empirical evidence focused on equities and, to a lesser extent, bonds supports the new paradigm.
This project focuses on a different asset class, option derivatives.
This f…
UNIVERSIDADE NOVA DE LISBOA
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