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Showing 1 to 1 of 1 for “"Stock Market Forecasting"”.
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Forecasting Short-Term Stock Returns Using Irregular Pricing Behavior in the Options Market
… between today's implied volatility on AMD stock options with tomorrow's return on the underlying. An economic analyis of the options markets' micro-structure is discussed to establish the intuition and the basis behind the relationship. Four seperate models are developed to examine its …