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Probability Of Price Reversal And Relative Noise In Stock And Option Markets

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Listed:
  • Michel Gendron
  • Nabil Khoury
  • Pierre Yourougou

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Suggested Citation

  • Michel Gendron & Nabil Khoury & Pierre Yourougou, 1994. "Probability Of Price Reversal And Relative Noise In Stock And Option Markets," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 17(2), pages 147-159, June.
    • Handle: RePEc:bla:jfnres:v:17:y:1994:i:2:p:147-159
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1994.tb00182.x
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    References listed on IDEAS

    as
    1. Bhattacharya, Mihir, 1987. "Price Changes of Related Securities: The Case of Call Options and Stocks," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 22(1), pages 1-15, March.
    2. Manaster, Steven & Rendleman, Richard J, Jr, 1982. "Option Prices as Predictors of Equilibrium Stock Prices," Journal of Finance, American Finance Association, vol. 37(4), pages 1043-1057, September.
    3. Stephan, Jens A & Whaley, Robert E, 1990. "Intraday Price Change and Trading Volume Relations in the Stock and Stock Option Markets," Journal of Finance, American Finance Association, vol. 45(1), pages 191-220, March.
    4. Amihud, Yakov & Mendelson, Haim, 1987. "Trading Mechanisms and Stock Returns: An Empirical Investigation," Journal of Finance, American Finance Association, vol. 42(3), pages 533-553, July.
    5. Anat R. Admati, Paul Pfleiderer, 1988. "A Theory of Intraday Patterns: Volume and Price Variability," The Review of Financial Studies, Society for Financial Studies, vol. 1(1), pages 3-40.
    6. repec:bla:jfinan:v:44:y:1989:i:1:p:115-34 is not listed on IDEAS
    7. repec:bla:jfinan:v:43:y:1988:i:4:p:949-64 is not listed on IDEAS
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