Show me the money : Option moneyness concentration and future stock returns
Year of publication: |
2020
|
---|---|
Authors: | Bergsma, Kelley ; Csapi, Vivien ; Diavatopoulos, Dean ; Fodor, Andy |
Published in: |
Journal of Futures Markets. - Wiley, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 40.2020, 5, p. 761-775
|
Publisher: |
Wiley |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Show Me the Money : Option Moneyness Concentration and Future Stock Returns
Bergsma, Kelley, (2020)
-
Option trading after the opening bell and intraday stock return predictability
Bergsma, Kelley, (2019)
-
A closer look at the disposition effect in U.S. equity option markets
Bergsma, Kelley, (2020)
- More ...