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  • Search: subject_exact:"Put-Call-Ratio"
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Year of publication
Subject
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Option trading 11 Optionsgeschäft 11 Put-call ratio 8 Capital income 7 Kapitaleinkommen 7 Anlageverhalten 6 Behavioural finance 6 Handelsvolumen der Börse 6 Trading volume 6 Put-Call Ratio 5 Börsenkurs 4 Financial analysis 4 Finanzanalyse 4 Forecasting model 4 Information value 4 Informationswert 4 Option pricing theory 4 Optionspreistheorie 4 Prognoseverfahren 4 Return predictability 4 Share price 4 Theorie 4 Theory 4 Portfolio selection 3 Portfolio-Management 3 Volatility 3 Volatilität 3 Estimation 2 Index futures 2 Index-Futures 2 Informed trading 2 Investor type 2 Net buying volume 2 Option-to-Stock Volume Ratio 2 Option-to-stock volume ratio 2 Risiko 2 Risk 2 Schätzung 2 Taiwan 2 frequency-domain roiling causality 2
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Online availability
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Undetermined 11 Free 5 CC license 1
Type of publication
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Article 17 Book / Working Paper 1
Subcategories
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Article in journal 17 Working paper 1
Language
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English 15 Undetermined 3
Author
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Gu, Chen 2 Jena, Sangram Keshari 2 Kim, Ryumi 2 Koo, Bonha 2 Mitra, Amarnath 2 Stan, Raluca 2 Tiwari, Aviral Kumar 2 Whitby, Ryan J. 2 Ali, Shoaib 1 Bao, Kun 1 Bathia, Deven 1 Blau, Benjamin 1 Blau, Benjamin M. 1 Bredin, Donal 1 Cassano, Mark 1 Chen, Denghui 1 Chiang, Shu Ling 1 Ford, Jansson M. 1 Gang, Jianhua 1 Gehricke, Sebastian A. 1 Gubareva, Mariya 1 Guo, Xu 1 Han, Bing 1 Hsu, CheChun 1 Kurov, Alexander 1 Lee, Yen-Hsien 1 Liu, Wen-Rang 1 Lo, Chien-Ling 1 Ma, Xinchen 1 Malipeddi, Koteswararao 1 Nagarajan, Thirukumaran 1 Nguyen Nga 1 Nguyen, Nga 1 Papakroni, Erlina 1 Tsai, Ming-shann 1 Umar, Zaghum 1 Wang, David K. 1 Wang, Muhan 1 Yousaf, Imran 1 Zhang, Jin E. 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Journal of behavioral and experimental finance 2 Pacific-Basin finance journal 2 Economic and political studies : EPS 1 Economies 1 Economies : open access journal 1 International review of financial analysis 1 Journal of Banking & Finance 1 Journal of Derivatives and Quantitative Studies: Seonmul yeon'gu (JDQS) 1 Journal of banking & finance 1 Journal of derivatives and quantitative studies : Seonmul yeongu 1 Journal of risk : JOR 1 MPRA Paper 1 Managerial finance 1 Review of Quantitative Finance and Accounting 1 The European journal of finance 1 The journal of futures markets 1
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Source
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ECONIS (ZBW) 13 RePEc 3 EconStor 2
Showing 1 - 18 of 18
 
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Whose option ratios contain information about future stock prices?
Koo, Bonha; Kim, Ryumi - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015607529
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Whose option ratios contain information about future stock prices?
Koo, Bonha; Kim, Ryumi - 2024
Using the next-day and next-week returns of stocks in the Korean market, we examine the association of option volume ratios - i.e. the option-to-stock (O/S) ratio, which is the total volume of put options and call options scaled by total underlying equity volume, and the put-call (P/C) ratio,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014497179
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The informational role of forex option volume
Bao, Kun; Chen, Denghui; Gu, Chen; Papakroni, Erlina; … - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015605538
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Low risk, high return : improving option writing performance with put-call ratios in Taiwan
Lo, Chien-Ling; Liu, Wen-Rang - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015402999
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Analyzing market sentiment based on the option-implied distribution of stock returns
Chiang, Shu Ling; Tsai, Ming-shann - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015651602
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Activity of informed traders and stock returns
Hsu, CheChun - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015049150
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Put-Call Ratio volume vs. open interest in predicting market return: A frequency domain rolling causality analysis
Jena, Sangram Keshari; Tiwari, Aviral Kumar; Mitra, Amarnath - 2019
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013199536
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Put-Call Ratio volume vs. open interest in predicting market return : a frequency domain rolling causality analysis
Jena, Sangram Keshari; Tiwari, Aviral Kumar; Mitra, Amarnath - 2019
This study examined the efficacy of the Put-Call Ratio (PCR), a widely used information ratio measured in terms of volume and open interest, in predicting market return at different time scale. Volume PCR was found to be an efficient predictor of the market return in a short period of 2.5 days...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012020492
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The information content of the volatility index options trading volume
Gu, Chen; Guo, Xu; Kurov, Alexander; Stan, Raluca - 2022
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013465809
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Option traders are concerned about climate risks : ESG ratings and short-term sentiment
Ford, Jansson M.; Gehricke, Sebastian A.; Zhang, Jin E. - 2022
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014227611
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A tale of company fundamentals vs sentiment driven pricing : the case of GameStop
Umar, Zaghum; Gubareva, Mariya; Yousaf, Imran; Ali, Shoaib - 2021
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012814594
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Put-call ratio predictability of the 50ETF option
Gang, Jianhua; Zhao, Yang; Ma, Xinchen - 2019
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012173516
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Information content of investor trading behavior : evidence from Taiwan index options market
Lee, Yen-Hsien; Wang, David K. - 2016
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011669087
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Effects of market sentiment in index option pricing: a study of CNX NIFTY index option
Nagarajan, Thirukumaran; Malipeddi, Koteswararao - 2009
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10008559301
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The information content of option ratios
Blau, Benjamin M.; Nguyen, Nga; Whitby, Ryan J. - 2014
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010777134
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The information content of option ratios
Blau, Benjamin; Nguyen Nga; Whitby, Ryan J. - 2014
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010410010
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An examination of investor sentiment effect on G7 stock market returns
Bathia, Deven; Bredin, Donal - 2013
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010245651
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Option volume, strike distribution, and foreign exchange rate movements
Cassano, Mark; Han, Bing - 2008
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10005701247
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