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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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:	11 Sep 2025 12:25
URI:	http://eprints.lse.ac.uk/id/eprint/128212

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