Lubnau, Thorben Manfred; Todorova, Neda - In: Applied Financial Economics 22 (2012) 10, pp. 791-809
This article investigates whether options' open interest can be incorporated successfully into technical trading strategies. A set of 2040 trading rules is applied to the German index DAX 30 and to the 10 German stocks with the highest market capitalization. The results show that open interest...