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Do option open-interest changes foreshadow future equity returns?

Andy Fodor (), Kevin Krieger and James Doran ()

Financial Markets and Portfolio Management, 2011, vol. 25, issue 3, 265-280

Keywords: Options; Open interest; Market efficiency; Investor sentiment; G11; G12; G14 (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s11408-011-0164-z

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