Do option open-interest changes foreshadow future equity returns?
Year of publication: |
2011
|
---|---|
Authors: | Fodor, Andy ; Krieger, Kevin ; Doran, James |
Published in: |
Financial Markets and Portfolio Management. - Springer, ISSN 1555-4961. - Vol. 25.2011, 3, p. 265-280
|
Publisher: |
Springer |
Subject: | Options | Open interest | Market efficiency | Investor sentiment |
-
The Behavior of Risk and Market Prices of Risk Over the Nasdaq Bubble Period
Bakshi, Gurdip, (2010)
-
Information embedded in options open interest and their utility in directional trading
Avinash, (2018)
-
Testing the informativeness of non-price variables with MIDAS touch
Kotyan, Avinash, (2020)
- More ...
-
Do Option Open-Interest Changes Foreshadow Future Equity Returns?
Fodor, Andy, (2010)
-
Do Option Open-Interest Changes Foreshadow Future Equity Returns?
Fodor, Andy, (2011)
-
Option Market Efficiency and Analyst Recommendations
Doran, James, (2008)
- More ...