Information content of option prices : comparing analyst forecasts to option-based forecasts
Year of publication: |
2024
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Authors: | Sanford, Anthony |
Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 73.2024, Art.-No. 102197, p. 1-15
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Subject: | Analyst forecasts | Derivatives | Forecasting | Recovery theorem | Prognoseverfahren | Forecasting model | Prognose | Forecast | Finanzanalyse | Financial analysis | Derivat | Derivative | Informationswert | Information value | Optionspreistheorie | Option pricing theory | Anlageberatung | Financial advisors | Wirtschaftsprognose | Economic forecast | Optionsgeschäft | Option trading |
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