Information in Derivatives Markets: Forecasting Prices with Prices

Ian Martin

Annual Review of Financial Economics, 2025, vol. 17, issue 1, 295-319

Abstract: I survey work that uses information in derivative and other asset prices to forecast movements in financial markets.

Keywords: market forecasting; return predictability; options; derivatives (search for similar items in EconPapers)
JEL-codes: G1 (search for similar items in EconPapers)
Date: 2025
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https://doi.org/10.1146/annurev-financial-082123-105811
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Working Paper: Information in derivatives markets: forecasting prices with prices (2025)
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DOI: 10.1146/annurev-financial-082123-105811

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