The Forecasting Performance of Stock Options On the London Traded Options Market
- 7 December 1986
- journal article
- Published by Wiley in Journal of Business Finance & Accounting
- Vol. 13 (4) , 535-546
- https://doi.org/10.1111/j.1468-5957.1986.tb00516.x
Abstract
No abstract availableKeywords
This publication has 8 references indexed in Scilit:
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- The information content of option prices and a test of market efficiencyJournal of Financial Economics, 1978
- COMMON STOCK VOLATILITY EXPECTATIONS IMPLIED BY OPTION PREMIAThe Journal of Finance, 1978
- Common Stock Volatility Expectations Implied by Option PremiaThe Journal of Finance, 1978
- STANDARD DEVIATIONS OF STOCK PRICE RATIOS IMPLIED IN OPTION PRICESThe Journal of Finance, 1976
- Standard Deviations of Stock Price Ratios Implied in Option PricesThe Journal of Finance, 1976
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973