Put—call ratios and market timing effectiveness

Associate Professors of Finance at the R. B. Pamplin College of Business at Virginia Polytechnic Institute and State University in Blacksburg (VA 24061). The authors are grateful to the Chicago Board Options Exchange for providing the data used in this study. The views are those of the authors and not necessarily those of the CBOE.

Associate Professors of Finance at the R. B. Pamplin College of Business at Virginia Polytechnic Institute and State University in Blacksburg (VA 24061). The authors are grateful to the Chicago Board Options Exchange for providing the data used in this study. The views are those of the authors and not necessarily those of the CBOE.