Why do options prices predict stock returns? : evidence from analyst tipping
Tse-Chun Lin; Xiaolong Lu
| Year of publication: |
2015
|
|---|---|
| Authors: | Lin, Tse-Chun ; Lu, Xiaolong |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 52.2015, p. 17-28
|
| Subject: | Informed traders | Analyst tipping | Implied volatility spread | Implied volatility skew | Market liquidity | Volatilität | Volatility | Finanzanalyse | Financial analysis | Optionsgeschäft | Option trading | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Optionspreistheorie | Option pricing theory | Schätzung | Estimation | Börsenkurs | Share price | Handelsvolumen der Börse | Trading volume |
| 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/10011377291