Why does options market information predict stock returns?

Journal:
Journal of Financial Economics
Published:
Affiliations:
3
Authors:
3
Institutions Authors Share
University of Illinois at Urbana-Champaign (UIUC), United States of America (USA)
1.833333
0.61
Canadian Derivatives Institute (CDI-ICD), Canada
0.833333
0.28
Michigan State University (MSU), United States of America (USA)
0.333333
0.11