연구동향 분석

옵션/주식 비율이 주가 수익률을 예측하는가?

우민철 김명애 2022년

논문상세정보
인용/피인용
' 옵션/주식 비율이 주가 수익률을 예측하는가?' 의 주제별 논문영향력
논문영향력 선정 방법
논문영향력 요약
주제
  • equity options
  • informed traders
  • options/stock ratio
  • 옵션/주식 비율
  • 정보거래자
  • 주식옵션
동일주제 총논문수 논문피인용 총횟수 주제별 논문영향력의 평균
18 0

0.0%

' 옵션/주식 비율이 주가 수익률을 예측하는가?' 의 참고문헌

  • Why does the option to stock volume ratio predict stock return?
    Ge Li [2016]
  • The relative option to stock volume and market response to earnings surprises
    Atul, Rai [2015]
  • The option to stock volume ratio and future returns
  • The information in option volume for future stock prices
    Pan, Jun [2006]
  • The information content of option ratios
  • The effect of derivative assets on information acquisition and price behavior in a rational expectations equilibrium
  • Short sales and put options : Where is the bad news first traded?
  • Overconfidence among option traders
  • Options skills
  • Option prices as predictors of equilibrium stock prices
  • Investor sentiment and return predictability of the option to stock volume ratio
    Kim Jun Sik [2016]
  • Investor attention and option returns
  • Insider and liquidity trading in stock and options markets
  • Informational content of option volume prior to takeovers
    Cao, Chales [2005]
  • Fact and fantasy in the use of options
  • Commonality in liquidity: Evidence from the option market
  • Chasing private information