The Performance of Trading Strategies based on the Ratio of Option and Stock Volume
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Cited by:
- Han-Ching Huang & Chien-Sheng Wen, 2021. "The Performance of Trading Strategies Based on Deviations from Put-Call Parity of Stock Options," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 11(2), pages 1-3.
- Han-Ching Huang & Guan-Yu Chen, 2024. "The Performance Analysis of Trading Strategies Based on Insider Silence," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 14(2), pages 1-4.
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More about this item
Keywords
os strategy; 52-week highs strategy; trading volume strategy; and price momentum strategy; option volume;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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