Fei Gao

Singapore Institute of Technology

10 Dover Dr

Singapore

Singapore , 138683

Singapore

  • Singapore Institute of Technology

SCHOLARLY PAPERS

1

DOWNLOADS

1,246

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (1)

Actions:
Email selected abstracts
1.

Center of Volume Mass: Does Options Trading Predict Stock Returns?

University of Miami Business School Research Paper No. 3505045
Number of pages: 76 Posted: 08 Jan 2020
Gennaro (帅纳) Bernile, Fei Gao and Jianfeng Hu
University of Miami - Department of Finance, Singapore Institute of Technology and Singapore Management University - Lee Kong Chian School of Business
Downloads 1,246 (23,417)
Citation 1

Abstract:

Loading...

Options, Volume, Return predictability, Information, Center of mass