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.

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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
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article

Information in Derivatives Markets: Forecasting Prices with Prices

Ian Martin
1 citations
Annual Review of Financial Economics
Financial Markets and Investment Strategies
2.21
article

Information in Derivatives Markets: Forecasting Prices with Prices

Ian Martin
article en
1 citations

Abstract

I survey work that uses information in derivative and other asset prices to forecast movements in financial markets.

Annual Review of Financial EconomicsVol. 17(1)
London School of Economics and Political Science (GB)
Openalex Percentile: Top 15%
Financial Markets and Investment Strategies
2.21
DOIOpen Access PDFOpenAlex
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Information in Derivatives Markets: Forecasting Prices with Prices — Ian Martin · Annual Review of Financial Economics (2025) | TGRS Research Map | TGRS