1

Order Flow and Expected Option Returns

Year:
2016
Language:
english
File:
PDF, 624 KB
english, 2016
2

Is there price discovery in equity options?

Year:
2013
Language:
english
File:
PDF, 856 KB
english, 2013
4

Option Trading Costs Are Lower than You Think

Year:
2015
Language:
english
File:
PDF, 349 KB
english, 2015
6

What Does Text Sentiment Really Measure? Evidence from Earnings Calls

Year:
2013
Language:
english
File:
PDF, 459 KB
english, 2013
7

Why Do Option Returns Change Sign from Day to Night?

Year:
2016
Language:
english
File:
PDF, 2.04 MB
english, 2016
9

Order Flow and Expected Option Returns

Year:
2011
Language:
english
File:
PDF, 454 KB
english, 2011
10

Order Flow and Expected Option Returns

Year:
2011
File:
PDF, 454 KB
2011
11

Order Flow and Expected Option Returns

Year:
2011
Language:
english
File:
PDF, 1002 KB
english, 2011
13

Why do option returns change sign from day to night?

Year:
2019
Language:
english
File:
PDF, 3.69 MB
english, 2019