The information content of option ratios
Year of publication: |
2014
|
---|---|
Authors: | Blau, Benjamin ; Nguyen Nga ; Whitby, Ryan J. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 43.2014, p. 179-187
|
Subject: | Put-Call Ratio | Option-to-Stock Volume Ratio | Informed trading | Return predictability | Prognoseverfahren | Forecasting model | Informationswert | Information value | Optionsgeschäft | Option trading | Kapitaleinkommen | Capital income | Handelsvolumen der Börse | Trading volume | Finanzanalyse | Financial analysis | Schätzung | Estimation | Optionspreistheorie | Option pricing theory |
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