Why Do Option Prices Predict Stock Returns? The Role of Price Pressure in the Stock Market
Year of publication: |
2019
|
---|---|
Authors: | Goncalves-Pinto, Luis |
Other Persons: | Grundy, Bruce D. (contributor) ; Hameed, Allaudeen (contributor) ; van der Heijden, Thijs (contributor) ; Zhu, Yichao (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Schätzung | Estimation | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market |
Extent: | 1 Online-Ressource (61 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Forthcoming in Management Science Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 10, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.2695145 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; C13 - Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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