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Information in derivatives markets: forecasting prices with prices

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  • Martin, Ian W. R.

Abstract

I survey work that uses information in derivative and other asset prices to forecast movements in financial markets.

Suggested Citation

  • Martin, Ian W. R., 2025. "Information in derivatives markets: forecasting prices with prices," LSE Research Online Documents on Economics 128212, London School of Economics and Political Science, LSE Library.
    • Handle: RePEc:ehl:lserod:128212
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    References listed on IDEAS

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    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)

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