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Index Option Prices and Stock Market Momentum

✍ Scribed by Amin, Kaushik; Coval, Joshua D.; Seyhun, H. Nejat

Book ID
123881018
Publisher
University of Chicago Press
Year
2004
Tongue
English
Weight
309 KB
Volume
77
Category
Article
ISSN
0021-9398

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πŸ“œ SIMILAR VOLUMES

Index futures and options and stock mark
Index futures and options and stock market volatility
✍ Pericli, Andreas; Koutmos, Gregory πŸ“‚ Article πŸ“… 1997 πŸ› John Wiley and Sons 🌐 English βš– 266 KB πŸ‘ 2 views

This article has benefited from the comments and suggestions of two anonymous reviewers. ## 1 Of course, speculation based on fundamentals is likely to be stabilizing rather than destabilizing. Destabilizing speculation may be the result of noise trading (i.e., buying and selling not on the basis