Whose option ratios contain information about future stock prices?
Year of publication: |
2024
|
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Authors: | Koo, Bonha ; Kim, Ryumi |
Published in: |
Journal of derivatives and quantitative studies. - Bingley, United Kingdom : Emerald Publishing Services, ISSN 2713-6647, ZDB-ID 3064233-4. - Vol. 32.2024, 1, p. 58-81
|
Subject: | Investor type | Net buying volume | Option-to-stock volume ratio | Put-call ratio | Return predictability | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Handelsvolumen der Börse | Trading volume | Optionsgeschäft | Option trading | Finanzanalyse | Financial analysis | Anlageverhalten | Behavioural finance |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1108/JDQS-11-2023-0036 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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