Informed trading in the options market and stock return predictability
Year of publication: |
November 2017
|
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Authors: | Han, Joongho ; Kim, Da-Hea ; Byun, Suk Joon |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 37.2017, 11, p. 1053-1093
|
Subject: | Optionsgeschäft | Option trading | Anlageverhalten | Behavioural finance | Informationsverhalten | Information behaviour | Kapitalmarktrendite | Capital market returns | Prognoseverfahren | Forecasting model | Schätzung | Estimation | USA | United States | 1996-2012 |
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