Option volume and stock returns: evidence from single stock options on the Korea Exchange

Informed traders may prefer the options market to the stock market for reasons including the leverage effect, transaction costs, restrictions on short sale. Many studies try to predict future returns of stocks using informed traders' behavior in the options market. In this study, we examine whe...

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書誌詳細

出版年:	Seonmul yeongu
主要な著者:	Mincheol Woo, Meong Ae Kim
フォーマット:	論文
言語:	英語
出版事項:	Emerald Publishing 2021-11-01
主題:	single stock option option to stock ratio call option to put option ratio return predictability g12 g13 g14
オンライン･アクセス:	https://www.emerald.com/insight/content/doi/10.1108/JDQS-06-2021-0012/full/pdf?title=option-volume-and-stock-returns-evidence-from-single-stock-options-on-the-korea-exchange