Options-implied information and the momentum cycle

Journal of Financial Markets - Tập 53 - Trang 100565 - 2021
Ming-Yu Liu1, Wen-I Chuang2, Chien-Ling Lo3
1Department of Accounting, Tunghai University, No.1727, Sec.4, Taiwan Blvd., Taichung, 40704, Taiwan
2Department of Finance, National Taiwan University, No. 1, Sec. 4, Roosevelt Rd., Taipei 10617, Taiwan
3College of Management, Yuan Ze University, No. 135 Yuan-Tung Rd., Chung-Li, Taoyuan, 32003, Taiwan

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