The option to stock volume ratio and future returns
Author:
Publisher
Elsevier BV
Subject
Strategy and Management,Economics and Econometrics,Finance,Accounting
Reference31 articles.
1. Illiquidity and stock returns: cross-section and time-series effects;Amihud;Journal of Financial Markets,2002
2. Option trading and earnings news dissemination;Amin;Contemporary Accounting Research,1997
3. The interrelation of stock and options market trading-volume data;Anthony;Journal of Finance,1988
4. Do call prices and the underlying stock always move in the same direction?;Bakshi;Review of Financial Studies,2000
5. All that glitters: the effect of attention and news on the buying behavior of individual and institutional investors;Barber;Review of Financial Studies,2008
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