Information in Derivatives Markets: Forecasting Prices with Prices
Annual Review of Financial Economics, 17, 295-319
Annual Review of Financial Economics, 17, 295-319
Journal of Financial and Quantitative Analysis, 60 (5), 2500 - 2525
Journal of Financial Markets, 72, 100949
Annual Review of Financial Economics, 16, 115 - 151
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Journal of Financial Economics, 159, 103897
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Journal of Political Economy, 132 (9), 3115-3172
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The Review of Financial Studies, hhae039
Journal of International Money and Finance, 146, 103107