Leveraging a call-put ratio as a trading signal

DOI10.1080/14697688.2018.1538563zbMath1420.91417OpenAlexW3126019828MaRDI QIDQ5234336

Patrick Houlihan, Germán G. Creamer

Publication date: 26 September 2019

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2018.1538563

zbMATH Keywords

optionsportfolio managementbehavioral financeinvestment managementfinancial forecastingtechnical tradinganomalies in prices

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10)

Related Items (1)

Index volatility and the put-call ratio: a tale of three markets

Cites Work

• Estimating and Testing Linear Models with Multiple Structural Changes
• Common risk factors in the returns on stocks and bonds
• Unnamed Item

This page was built for publication: Leveraging a call-put ratio as a trading signal