Chicago board call options as predictors of common stock price changes

DOI10.1016/0304-4076(76)90008-7MaRDI QIDQ1224938zbMATH OpenOpenAlexFDO

Authors K. Appert

Publication date 1976

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(76)90008-7

Mathematics Subject Classification ID

Decision theory (91B06) Trade models (91B60)

Cites work

• A Basis for the Selection of a Response Surface Design
• scientific article; zbMATH DE number 3126031 (Why is no real title available?)
• scientific article; zbMATH DE number 6137478 (Why is no real title available?)
• scientific article; zbMATH DE number 3067118 (Why is no real title available?)
• The pricing of options and corporate liabilities

Cited in

(3)

• Ultra-high-frequency lead-lag relationship and information arrival
• Examining the interrelation dynamics between option and stock markets using the Markov-switching vector error correction model
• Clarifying the dynamics of the relationship between option and stock markets using the threshold vector error correction model

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