The Information of Option Volume for Future Stock Prices
收藏NBER2004-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w10925
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资源简介：
We present strong evidence that option trading volume contains information about future stock price movements. Taking advantage of a unique dataset from the Chicago Board Options Exchange, we construct put-call ratios from option volume initiated by buyers to open new positions. On a risk-adjusted
提供机构：
美国国家经济研究局
创建时间：
2004-11-01
