Information in derivatives markets:forecasting prices with prices

Martin, Ian W. R.ORCID logo (2025) Information in derivatives markets:forecasting prices with prices. Annual Review of Financial Economics. ISSN 1941-1367
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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
Keywords market forecasting,return predictability,derivatives,options
Departments Finance
DOI 10.1146/annurev-financial-082123-105811
Date Deposited 29 May 2025 13:18
URI https://researchonline.lse.ac.uk/id/eprint/128212

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