Show me the money: Option moneyness concentration and future stock returns
Author:
Affiliation:
1. Department of Finance, College of BusinessOhio UniversityAthens Ohio
2. Department of Finance and AccountingUniversity of PécsPécs Hungary
3. Department of Finance, Albers School of Business and EconomicsSeattle UniversitySeattle Washington
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22071
Reference52 articles.
1. Illiquidity and stock returns: cross-section and time-series effects
2. The Joint Cross Section of Stocks and Options
3. Stealth Trading in Options Markets
4. How Option Markets Affect Price Discovery on the Spot Markets: A Survey of the Empirical Literature and Synthesis
5. Asymmetric Information and Options
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