References
- Anthony , J. H. 1988 . The interrelation of stock and options market trading volume data . Journal of Finance , 43 ( 4 ) : 949 – 964 .
- Billingsley , R. S. and Chance , D. M. 1988 . Put-call ratios and market timing effectiveness . Journal of Portfolio Management , 4 : 25 – 28 .
- Chance , D. M. 1990 . Option volume and stock market performance . Journal of Portfolio Management , 2 : 42 – 51 .
- Dheeriya , P. 1990 . Putting the put-call ratio in your favour . Futures , July : 32 – 34 .
- Puttonen , V. 1993 . Short sales restrictions and the temporal relationship between stock index cash and derivatives markets . Journal of Futures Markets , 13 ( 6 ) : 645 – 664 .
- White , H. 1980 . A heteroskedasticity-consistent covariance matrix and a direct test for heteraskedasticity . Econometrica , 48 : 817 – 838 .