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Original Articles

Call-put signal predicts Finnish stock returns

Pages 645-648 | Published online: 05 Oct 2010

References

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  • 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 .

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