The option to stock volume ratio and future returns
Year of publication: |
2012
|
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Authors: | Johnson, Travis L. ; So, Eric |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 106.2012, 2, p. 262-286
|
Subject: | Short-sale costs | Options | Trading volume | Return predictability | Handelsvolumen der Börse | Kapitaleinkommen | Capital income | Optionsgeschäft | Option trading | Prognoseverfahren | Forecasting model | Kapitalmarktrendite | Capital market returns | Derivat | Derivative |
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