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Do informed option investors predict stock returns? Evidence from the Taiwan stock exchange

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References

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2007International portfolio diversification benefits: Cross-country evidence from a local perspective265 cited

Cited by

2012Option trading: Information or differences of opinion?70 cited
2011Trading volume and exchange rate volatility: Evidence for the sequential arrival of information hypothesis66 cited
2013Volatility spreads and earnings announcement returns62 cited
2015Do Investors Follow the Herd in Option Markets?50 cited
2009Information content of options trading volume for future volatility: Evidence from the Taiwan options market48 cited
2018The directional information content of options volumes42 cited
2021Does vega-neutral options trading contain information?41 cited
2010Does information drive trading in option strategies?41 cited
2011Optimal VWAP trading under noisy conditions38 cited
2015Sophistication, Sentiment, and Misreaction38 cited
2019Noise traders, mispricing, and price adjustments in derivatives markets38 cited
2020Forecasting Bitcoin Volatility: Evidence from the Options Market38 cited
2020The impact of net buying pressure on index options prices38 cited
2009Does the difference in valuation between domestic and foreign investors help explain their distinct holdings of domestic stocks?37 cited
2024Optimizing investment portfolios with a sequential ensemble of decision tree-based models and the FBI algorithm for efficient financial analysis37 cited
2013SUB-ADDITIVE RECURSIVE "MATCHING" NOISE AND BIASES IN RISK-WEIGHTED INDEX CALCULATION METHODS IN INCOMPLETE MARKETS WITH PARTIALLY OBSERVABLE MULTI-ATTRIBUTE PREFERENCES33 cited