Center of Volume Mass: How Does Aggregate Options Market Opinion Predict Future Equity Returns?

Journal article

Gennaro Bernile, Fei Gao and Jianfeng Hu

SSRN Electronic Journal

2017-01-24

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Title: Center of Volume Mass: How Does Aggregate Options Market Opinion Predict Future Equity Returns?
Creators: Gennaro Bernile
Fei Gao
Jianfeng Hu
Publication Details: SSRN Electronic Journal
Academic Unit: A&S - Finance; MHBS - Finance; Miami Herbert Business School
Language: English
Resource Type: Journal article
Record Identifier: 991031619666102976