Concepedia

Do option open-interest changes foreshadow future equity returns?

Andy Fodor, Kevin Krieger, James Doran

Financial markets and portfolio management · 2011 · 25 citations · 33 references

DOI

Concepts

References

33

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

Clive W. J. Granger · Econometrica · 1969 · 22.4K citations

, , +17

The Cross‐Section of Expected Stock Returns

Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 15K citations · Full text

, , +14

Risk, Return, and Equilibrium: Empirical Tests

Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 14.9K citations

, , +12

The Cross-Section of Expected Stock Returns

Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 5.5K citations

, , +4

Price, trade size, and information in securities markets

David Easley, Maureen O’Hara · Journal of Financial Economics · 1987 · 2.3K citations

, , +6