Information in derivatives markets: forecasting prices with prices

Martin, I. W. R.ORCID logo (2025). Information in derivatives markets: forecasting prices with prices. Annual Review of Financial Economics, 17, 295 - 319. https://doi.org/10.1146/annurev-financial-082123-105811
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I survey work that uses information in derivative and other asset prices to forecast movements in financial markets.
Item Type Article
Copyright holders © 2025 by the author(s)
Departments LSE > Academic Departments > Finance
DOI 10.1146/annurev-financial-082123-105811
Date Deposited 29 May 2025
Acceptance Date 25 Mar 2025
URI https://researchonline.lse.ac.uk/id/eprint/128212

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