Slow Diffusion of Information and Price Momentum in Stocks: Evidence from Options Markets-Reference-Cited by-同舟云学术

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Slow Diffusion of Information and Price Momentum in Stocks: Evidence from Options Markets

Published:2016 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Chen Zhuo,Lu Andrea Y.

Publisher

Elsevier BV

Reference22 articles.

1. Insider trading in credit derivatives;Viral Acharya;Journal of Financial Economics,2007

2. The joint cross section of stocks and options;Andrew Byeong-Je An;The Journal of Finance,2014

3. The interrelation of stock and options market trading-volume data;H Joseph;The Journal of Finance,1988

4. Momentum in japan: the exception that proves the rule;Clifford Asness;The Journal of Portfolio Management,2011

5. Value and momentum everywhere;Clifford Asness;The Journal of Finance,2013

Cited by 2 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. Momentum Turning Points;SSRN Electronic Journal;2019

2. A Comprehensive Look at Size, Value and Momentum Return Predictability;SSRN Electronic Journal;2014

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