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risk aversionshare pricerisk premiumindex futuresbehavioural financestein overreactionoverreaction puzzleperfectly rationalrational behaviorasset pricingoption marketsstatistische verteilungstatistical distributionskewness riskpremium empiricalempirical evidenceterm structurerisk attitudenote steinskewness termstructure teststests skewnesspuzzle optionoption anomalyanomaly perfectlyevidence empiricalimplied volatilitieslong termterm optionsempirical observationperiods lowlow riskcentral momentsskewness risk premiumskewness term structurerisk compensationyield curvebehavioral economicspuzzle notepuzzle skewnessevidence skewnessevidence steinbehavior steinbehavior skewnessempirical studiesstudies shownshown impliedvolatilities longoptions reactreact quitequite stronglystrongly changeschanges impliedvolatilities shortshort termoptions displaydisplay rationallyrationally expectedexpected smoothingsmoothing behaviorbehavior givengiven observedobserved strongstrong meanmean reversionreversion volatilityvolatility findingsfindings interpretedinterpreted evidenceevidence overreactionoverreaction optionsoptions marketmarket focusing
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