Do option open-interest changes foreshadow future equity returns?
Andy Fodor (),
Kevin Krieger and
Financial Markets and Portfolio Management, 2011, vol. 25, issue 3, pages 265-280
Keywords: Options; Open interest; Market efficiency; Investor sentiment; G11; G12; G14 (search for similar items in EconPapers)
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Persistent link: http://EconPapers.repec.org/RePEc:kap:fmktpm:v:25:y:2011:i:3:p:265-280
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