Do option open-interest changes foreshadow future equity returns?
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Bibliographic InfoArticle provided by Springer in its journal Financial Markets and Portfolio Management.
Volume (Year): 25 (2011)
Issue (Month): 3 (September)
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Web page: http://www.springerlink.com/link.asp?id=119763
Options; Open interest; Market efficiency; Investor sentiment; G11; G12; G14;
Find related papers by JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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