Excess returns to buying low options-volume stocks and...

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Excess returns to buying low options-volume stocks and selling high options-volume stocks: Information or characteristics?

Cai, Li, Du, Jian
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Language:
english
Journal:
Journal of Futures Markets
DOI:
10.1002/fut.21957
Date:
August, 2018
File:
PDF, 2.28 MB
english, 2018
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