Information in Derivatives Markets: Forecasting Prices with Prices
I survey work that uses information in derivative and other asset prices to forecast movements in financial markets.
Authors
- Ian Martin (ORCID: https://orcid.org/0000-0001-8373-5317)
Institutions
- London School of Economics and Political Science (GB)
Publication Details
- Journal
- Annual Review of Financial Economics
- Published
- 2025-05-05
- DOI
- https://doi.org/10.1146/annurev-financial-082123-105811
- Citations
- 1
- Primary Topic
- Financial Markets and Investment Strategies
- Type
- article
- Field-Weighted Citation Impact
- 2.21