Option volume and stock returns: evidence from single stock options on the Korea Exchange

Option volume and stock returns: evidence from single stock options on the Korea Exchange

Informed traders may prefer the options market to the stock market for reasons including the leverage effect, transaction costs, restrictions on short sale. Many studies try to predict future returns of stocks using informed traders' behavior in the options market. In this study, we examine whe...

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Bibliographic Details
Main Authors: Mincheol Woo, Meong Ae Kim
Format: Article
Language:English
Published: Emerald Publishing 2021-11-01
Series:Seonmul yeongu
Subjects:
single stock option
option to stock ratio
call option to put option ratio
return predictability
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Online Access:https://www.emerald.com/insight/content/doi/10.1108/JDQS-06-2021-0012/full/pdf?title=option-volume-and-stock-returns-evidence-from-single-stock-options-on-the-korea-exchange

Internet

https://www.emerald.com/insight/content/doi/10.1108/JDQS-06-2021-0012/full/pdf?title=option-volume-and-stock-returns-evidence-from-single-stock-options-on-the-korea-exchange

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