Option volume and stock price behavior: Some evidence from the Chicago board options exchange
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance
Link
http://link.springer.com/content/pdf/10.1007/BF02298346.pdf
Reference19 articles.
1. Anthony, J. H. "The Interrelation of Stock and Options Market Trading Volume Data,"Journal of Finance, 43, September 1988, pp. 949–64.
2. Bhattacharya, M. "Price Changes of Related Securities: The Case of Call Options and Stocks,"Journal of Financial and Quantitative Analysis, 22, March 1987, pp. 1–15.
3. Billingsley, R. S.; Chance, D. M. "Put-Call Ratios and Market Timing Effectiveness,"Journal of Portfolio Management, 15, Fall 1988, pp. 15–28.
4. Chan, K.; Chan, K. C.; Karolyi, G. A. "Transmissions of Volatility Between Stock Index and Stock Index Futures Markets,"Review of Financial Studies, 4, 1991, pp. 657–84.
5. Chance, D. M.An Introduction to Options and Futures, 2nd ed., Chicago, IL: Dryden Press, 1991.
Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Volume, volatility and information linkages in the stock and option markets;Review of Financial Economics;2012-11
2. The Volume Profile of Call Options;SSRN Electronic Journal;2011
3. The intraday behaviors and relationships with its underlying assets: evidence on option market in Taiwan;International Review of Financial Analysis;2005-01
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