Index options open interest and stock market returns-Reference-Cited by-同舟云学术

Index options open interest and stock market returns

Published:2020-01-31 Issue:6 Volume:40 Page:989-1010
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J Futures Markets

Author:

Seo Sung Won¹,Byun Suk Joon²,Kim Jun Sik³^ORCID

Affiliation:

1. Department of Business AdministrationKonkuk University, Gwangjin‐gu Seoul Republic of Korea

2. College of BusinessKorea Advanced Institute of Science and Technology, Dongdaemoon‐gu Seoul Republic of Korea

3. Division of International TradeIncheon National University, Yeonsu‐gu Incheon Republic of Korea

Funder

Incheon National University

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22095

Reference62 articles.

1. The Joint Cross Section of Stocks and Options

2. Stock Return Predictability: Is it There?

3. Bakshi G. Panayotov G. &Skoulakis G.(2011).The Baltic Dry Index as a predictor of global stock returns commodity returns and global economic activity(Unpublished working paper). University of Maryland.

4. Hedge performance of SPX index options and S&P 500 futures

5. Trading on the information content of open interest: Evidence from the US equity options market

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