WP07 · v1.2 · current

The Options-Implied Information Content for Cross-Asset Return and Volatility Prediction: Evidence from 3.8 Billion Option Contracts

Simon-Pierre Boucher

Version

v1.2 (#1)

Date

October 2026

Description

Current manuscript as published on www.spboucher.ai (revised edition after the 2026-10-17 scientific review for papers 1–17).

Pages

53

SHA-256

36dd488cd1c127b2741f86514d4516949f3fc4b79abb0d18d57d2a7d7ea39ee3

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