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Information in derivatives markets: forecasting prices with prices

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
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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