Option volume, strike distribution, and foreign exchange rate movements

Mark Cassano () and Bing Han ()

Review of Quantitative Finance and Accounting, 2008, vol. 30, issue 1, 49-67

Keywords: Put-call ratio; Option volume; Exchange rate prediction; Signals; G12; G14; G15 (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/s11156-007-0041-z

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