MIT LFE Working Paper by Pan, J. and A. Poteshman, 2003
...Performing daily crosssectional analyses from 1990 to 2001, we find that buying stocks with low put/call ratios and selling stocks with high put/call ratios generates an expected return of 40 basis points per day and 1 percent per week. ...In contrast to the equity options market, we do not find any evidence of informed trading in the index options market.
8/15/2006
8/08/2006
4/15/2005
bond: Yield of Bills and Notes
91-DAY - 2.767%
182-DAY - 3.156%
2-YEAR - 3.860%
3-YEAR - 3.470%
5-YEAR - 4.046%
10-YEAR - 4.049%
- src: TreasuryDirect
182-DAY - 3.156%
2-YEAR - 3.860%
3-YEAR - 3.470%
5-YEAR - 4.046%
10-YEAR - 4.049%
- src: TreasuryDirect
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