Why does the option to stock volume ratio predict stock returns?
Li Ge, Tse-Chun Lin, Neil D. Pearson
| Year of publication: |
June 2016
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|---|---|
| Authors: | Ge, Li ; Lin, Tse-Chun ; Pearson, Neil D. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 120.2016, 3, p. 601-622
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| Subject: | Option trading volume | Stock return predictability | Information | Leverage | Prognoseverfahren | Forecasting model | Handelsvolumen der Börse | Trading volume | Kapitaleinkommen | Capital income | Optionsgeschäft | Option trading | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2015.08.019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011590269