Martin, Ian W. R. ORCID: 0000-0001-8373-5317
(2025)
Information in derivatives markets: forecasting prices with prices.
Annual Review of Financial Economics.
ISSN 1941-1367
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Identification Number: 10.1146/annurev-financial-082123-105811
Abstract
I survey work that uses information in derivative and other asset prices to forecast movements in financial markets.
Item Type: | Article |
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Additional Information: | © 2025 by the author(s) |
Divisions: | Finance |
Subjects: | H Social Sciences > HG Finance |
JEL classification: | G - Financial Economics > G1 - General Financial Markets > G10 - General |
Date Deposited: | 29 May 2025 13:18 |
Last Modified: | 01 Jun 2025 07:08 |
URI: | http://eprints.lse.ac.uk/id/eprint/128212 |
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