Can Put/Call Ratios Help Predict the Stock Market? : An Empirical Examination

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概要

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• The purpose of this short paper is to test the hypothesis that put/call ratios help forecast stock market movement, and to evaluate a contrarian trading strategy based on put/call ratios. My tests indicate that put/call ratios as a contrarian sentiment indicator contain little valuable information about the direction of the stock market, and are an ineffective markettiming device.

• 青森公立大学の論文
• 2003-09-30

著者

• Zhou J.

  Aomori Public College

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• Can Put/Call Ratios Help Predict the Stock Market? : An Empirical Examination

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