Show me the money: Option moneyness concentration and future stock returns
Bergsma, Kelley, Csapi, Vivien, Diavatopoulos, Dean, Fodor, AndyLanguage:
english
Journal:
Journal of Futures Markets
DOI:
10.1002/fut.22071
Date:
November, 2019
File:
PDF, 984 KB
english, 2019