The Information in Option Volume for Stock Prices

2003 ◽  
Author(s):  
Jun Pan ◽  
Allen M. Poteshman
Keyword(s):  
Stock Prices ◽  
Option Volume

Option Volume and Stock Prices: Evidence on Where Informed Traders Trade

1998 ◽  
Vol 53 (2) ◽  
pp. 431-465 ◽  
Author(s):  
David Easley ◽  
Maureen O'Hara ◽  
P.S. Srinivas
Keyword(s):  
Stock Prices ◽  
Informed Traders ◽  
Option Volume

The Information in Option Volume for Future Stock Prices

CFA Digest ◽  
2007 ◽  
Vol 37 (1) ◽  
pp. 27-29
Author(s):  
Chenchuramaiah T. Bathala
Keyword(s):  
Stock Prices ◽  
Option Volume

scholarly journals Gambling Preferences, Options Markets, and Volatility

2016 ◽  
Vol 51 (2) ◽  
pp. 515-540 ◽  
Author(s):  
Benjamin M. Blau ◽  
T. Boone Bowles ◽  
Ryan J. Whitby
Keyword(s):  
Stock Prices ◽  
Price Volatility ◽  
Gambling Behavior ◽  
Spot Price ◽  
Options Market ◽  
Options Markets ◽  
Theoretical Predictions ◽  
Return Distributions ◽  
Option Volume ◽  
Gambling Preferences

AbstractThis study examines whether the gambling behavior of investors affects volume and volatility in financial markets. Focusing on the options market, we find that the ratio of call option volume relative to total option volume is greatest for stocks with return distributions that resemble lotteries. Consistent with the theoretical predictions of Stein (1987), we demonstrate that gambling-motivated trading in the options market influences future spot price volatility. These results not only identify a link between lottery preferences in the stock market and the options market, but they also suggest that lottery preferences can lead to destabilized stock prices.

scholarly journals The Information in Option Volume for Future Stock Prices

2006 ◽  
Vol 19 (3) ◽  
pp. 871-908 ◽  
Author(s):  
Jun Pan ◽  
Allen M. Poteshman
Keyword(s):  
Stock Prices ◽  
Option Volume

The Effect of Current Ratio and Debt to Asset Ratio on Net Profit Margin and Stock Prices: A Study of Basic Industry and Chemicals Companies

2020 ◽  
pp. 282-294
Author(s):  
Sudirman S ◽  
Muhammad Wahyuddin Abdullah ◽  
Muhammad Obie
Keyword(s):  
Stock Prices ◽  
Stock Exchange ◽  
Secondary Data ◽  
Profit Margin ◽  
Current Ratio ◽  
Industry Sector ◽  
Basic Industry ◽  
Net Profit ◽  
Equity Ratio ◽  
Index Value

This study examined the effect of current ratio and debt to asset ratio on net profit margin and stock prices of the sector basic industry and chemicals companies listed on the Indonesia Stock Exchange in the period 2015-2019. The object of research was the stock prices of companies in the Basic Industry and Chemicals sector, which have been published through the official website of the Indonesian capital market. It was used secondary data derived from the monthly statistics, including Current Ratio data, Net Profit Margin, Debt to Asset Ratio, and data on closing prices for the period 2015-2019. In analyzing data, it was used path analysis of secondary data obtained from the basic industry sector financial statements of 60 companies. The company's performance in this sector is considered quite good when seen from the movement of the index value in the last five years. The results show that direct current ratio had a positive and significant effect on the net profit margin, and the debt to equity ratio did not significantly influence the net profit margin. The current ratio has a positive and significant effect on stock prices, and the debt to equity ratio has a negative and not significant effect on stock prices. In contrast, the net profit margin has a significant effect on stock prices in the basic industry sector companies on the Indonesia Stock Exchange. Indirectly the current ratio has a positive and significant effect on stock prices. In contrast, the debt to asset ratio has a negative and not significant effect on the company's stock prices in the basic industry sector on the Indonesia Stock Exchange.

An Empirical Investigation of Factors Affecting Stock Prices in Vietnam

2014 ◽  
pp. 74-89 ◽  
Author(s):  
Vinh Vo Xuan
Keyword(s):  
Exchange Rates ◽  
Crude Oil ◽  
Foreign Exchange ◽  
Stock Prices ◽  
Global Financial Crisis ◽  
Oil Prices ◽  
Foreign Exchange Rates ◽  
Factors Affecting ◽  
Crude Oil Prices ◽  
Before And After

This paper investigates factors affecting Vietnam’s stock prices including US stock prices, foreign exchange rates, gold prices and crude oil prices. Using the daily data from 2005 to 2012, the results indicate that Vietnam’s stock prices are influenced by crude oil prices. In addition, Vietnam’s stock prices are also affected significantly by US stock prices, and foreign exchange rates over the period before the 2008 Global Financial Crisis. There is evidence that Vietnam’s stock prices are highly correlated with US stock prices, foreign exchange rates and gold prices for the same period. Furthermore, Vietnam’s stock prices were cointegrated with US stock prices both before and after the crisis, and with foreign exchange rates, gold prices and crude oil prices only during and after the crisis.

Mutual Fund Herding and the Impact on Stock Prices

CFA Digest ◽  
1999 ◽  
Vol 29 (4) ◽  
pp. 48-49
Author(s):  
H. Kent Baker
Keyword(s):  
Mutual Fund ◽  
Stock Prices ◽  
The Impact
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