Center of Volume Mass: Does Aggregate Option Market Activity Predict Stock Returns?∗
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Joseph H. Zhang | Baolian Wang | Jun Tu | Ekkehart Boehmer | Andrey Ermolov | Yihui Wang | Junye Li | Jialin Yu | Dashan Huang | Fangjian Fu | Rong Wang | R. Loh | Jianfeng Hu | Jay Cao | Gennaro Bernile | Qing Tong | Steven B. Raymar | You-Xun Lu | Fei Gao | J. Wei | B. Zhou