Fei Gao

Singapore Institute of Technology

10 Dover Dr

Singapore

Singapore , 138683

Singapore

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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
University of Miami - Department of Finance, Singapore Institute of Technology and Singapore Management University - Lee Kong Chian School of Business
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Abstract:

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