SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

The Information in Option Volume for Stock Prices · Study

PreprintShelves

PreprintThe Information in Option Volume for Stock Prices

Allen M. Poteshman2003

OA

Preprintgreen2003

The Information in Option Volume for Stock Prices

Allen M. Poteshman · Jun Pan

26 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Risk and Volatility Modeling

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 26 citations exist upstream.

References

1973The Pricing of Options and Corporate Liabilities 1992The Cross-Section of Expected Stock Returns 1973Risk, Return, and Equilibrium: Empirical Tests 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1973Theory of Rational Option Pricing 2005Theory of rational option pricing 1991Inferring Trade Direction from Intraday Data 1990When Are Contrarian Profits Due to Stock Market Overreaction?

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2004The Information of Option Volume for Future Stock Pricesreport · 21 shared references 2013The Joint Cross Section of Stocks and Optionsreport · 15 shared references 2013Volatility spreads and earnings announcement returnsarticle · 14 shared references 2013Does option trading convey stock price information?article · 13 shared references 2007Stealth Trading in Options Marketsarticle · 13 shared references 2011Do option open-interest changes foreshadow future equity returns?article · 13 shared references

Details

Year2003

Typepreprint

Published2003-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations26

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.2139/ssrn.368980

openalex_workW1570777556

Links

Imported from OpenAlex (CC0) — nothing here is generated.