Chicago board call options as predictors of common stock price changes

DOI10.1016/0304-4076(76)90008-7zbMath0324.90003OpenAlexW2035862821MaRDI QIDQ1224938

K. Appert

Publication date: 1976

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(76)90008-7

Mathematics Subject Classification ID

Decision theory (91B06) Trade models (91B60)

Related Items

Ultra-high-frequency lead–lag relationship and information arrival ⋮ Examining the interrelation dynamics between option and stock markets using the Markov-switching vector error correction model ⋮ Clarifying the dynamics of the relationship between option and stock markets using the threshold vector error correction model

Cites Work

• The Pricing of Options and Corporate Liabilities
• A Basis for the Selection of a Response Surface Design
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