Whose option ratios contain information about future stock prices?

Bonha Koo and Ryumi Kim

Journal of Derivatives and Quantitative Studies: 선물연구, 2024, vol. 32, issue 1, 58-81

Abstract: Keywords: Option-to-stock volume ratio, Put-call ratio, Return predictability, Investor type, Net buying volume, G12, G13, G14, G15

Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:eme:jdqspp:jdqs-11-2023-0036

DOI: 10.1108/JDQS-11-2023-0036

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