Vivien Csapi

University of Pécs

Pecs

Hungary

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Show Me the Money: Option Moneyness Concentration and Future Stock Returns

Bergsma K, Csapi V, Diavatopoulos D, Fodor A. Show me the money: Option moneyness concentration and future stock returns. Journal of Futures Markets. 2020;40:761–775.
Number of pages: 35 Posted: 10 Jan 2020 Last Revised: 23 Apr 2020
Ohio University, University of Pécs, Seattle University and Ohio University
Downloads 266 (142,362)

Abstract:

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option moneyness, implied volatility, open interest, stock returns