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Trading in option contracts before large price changes: A comparative study of US and UK markets

Emilios Galariotis et al.

Journal of Derivatives and Hedge Funds2014https://doi.org/10.1057/jdhf.2014.8article
ABDC C
Weight
0.26

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https://doi.org/https://doi.org/10.1057/jdhf.2014.8

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@article{emilios2014,
  title        = {{Trading in option contracts before large price changes: A comparative study of US and UK markets}},
  author       = {Emilios Galariotis et al.},
  journal      = {Journal of Derivatives and Hedge Funds},
  year         = {2014},
  doi          = {https://doi.org/https://doi.org/10.1057/jdhf.2014.8},
}

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Trading in option contracts before large price changes: A comparative study of US and UK markets

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Evidence weight

0.26

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.00 × 0.4 = 0.00
M · momentum0.20 × 0.15 = 0.03
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.