Option volume and stock market : while put-call ratios seem to forecast market direction, transaction costs make it difficult to exploit the forecasts
Don M. Chance
| Year of publication: |
1990
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|---|---|
| Authors: | Chance, Don M. |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 16.1990, 4, p. 42-51
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| Subject: | Derivat | Derivative | Index | Index number | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Transaktionskosten | Transaction costs | USA | United States | 1983-1988 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001112342