Ho John Lee’s Weblog

• SSRN-The Information of Option Volume for Future Stock Prices by Jun Pan, Allen Poteshman
  “On a risk-adjusted basis, stocks with low put-call ratios outperform stocks with high put-call ratios by more than 40 basis points on the next day and more than 1% over the next week.”
  (tags: options stock trading market research finance theory)
• The Information in Option Volume for Future Stock Prices - draft (PDF) August 9, 2005
  Pan, Jun and Allen M. Poteshman, to appear in Review of Financial Studies. Longer version of the NBER working paper.
  (tags: options stock trading market research finance theory)
• Allen Poteshman research publications on options markets
  Several interesting academic papers on options market and trading behavior by Allen Poteshman at University of Illinois. For future reading.
  (tags: options stock trading market research behavioral finance theory)
• And then you would like to subscribe to this person …
  Some musing on the current state of conventions and etiquette of interaction with contacts through blogs, Flickr, LinkedIn, and other social software.
  (tags: socialsoftware web2.0 webservices culture society marketing)
• Wanted: a new centre party for lost Americans - Sunday Times - Times Online - August 13, 2006
  Andrew Sullivan on the missing middle path in current American politics.
  (tags: politics government american us policy elections)
• The riddle of China’s Area 51 - web - Technology - smh.com.au
  A 1:500 scale model of 157,500 square kilometres of territory in and around China’s Aksai Chin border region that abuts India and Pakistan
  (tags: china india mapping military random)

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