Do option open-interest changes foreshadow future equity returns?
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- Charles Quanwei Cao & Zhiwu Chen & John M. Griffin, 2003.
"Informational Content of Option Volume Prior to Takeovers,"
Yale School of Management Working Papers
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NBER Working Papers
10925, National Bureau of Economic Research, Inc.
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- Kalok Chan & Y. Peter Chung & Wai-Ming Fong, 2002. "The Informational Role of Stock and Option Volume," Review of Financial Studies, Society for Financial Studies, vol. 15(4), pages 1049-1075.
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- H. Henry Cao & Hui Ou-Yang, 2009. "Differences of Opinion of Public Information and Speculative Trading in Stocks and Options," Review of Financial Studies, Society for Financial Studies, vol. 22(1), pages 299-335, January.
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- Cremers, Martijn & Weinbaum, David, 2010. "Deviations from Put-Call Parity and Stock Return Predictability," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(02), pages 335-367, April.
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