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LEAPS of Faith: A Trading Indicator Based on CBOE S&P 500 LEAPS Option Open Interest Information

Rafiqul Bhuyan, Patricia A. Cheshier and Denver H. Travis
The Journal of Investing Summer 2010, 19 (2) 85-94; DOI: https://doi.org/10.3905/joi.2010.19.2.085
Rafiqul Bhuyan
is an associate professor of finance in the College of Business Administration and Public Administration, California State University in San Bernardino, CA.
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  • For correspondence: rbhuyan@csusb.edu
Patricia A. Cheshier
is a professor of risk management and insurance in the College of Business Administration, California State University in Sacramento, CA.
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  • For correspondence: cheshier@csus.edu
Denver H. Travis
is an assistant professor of finance in the College of Business Administration, California State University in Sacramento, CA.
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  • For correspondence: travisd@csus.edu
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Article Information

vol. 19 no. 2 85-94
DOI 
https://doi.org/10.3905/joi.2010.19.2.085

Published By 
Pageant Media Ltd
Print ISSN 
1068-0896
Online ISSN 
2168-8613
History 
  • Published online May 31, 2010.

Copyright & Usage 
© 2010 Pageant Media Ltd

Author Information

  1. Rafiqul Bhuyan
    1. is an associate professor of finance in the College of Business Administration and Public Administration, California State University in San Bernardino, CA. (rbhuyan{at}csusb.edu)
  2. Patricia A. Cheshier
    1. is a professor of risk management and insurance in the College of Business Administration, California State University in Sacramento, CA. (cheshier{at}csus.edu)
  3. Denver H. Travis
    1. is an assistant professor of finance in the College of Business Administration, California State University in Sacramento, CA. (travisd{at}csus.edu)
  1. To order reprints of this article, please contact Dewey Palmieri at dpalmieri{at}iijournals.com or 212-224-3675.
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The Journal of Investing: 19 (2)
The Journal of Investing
Vol. 19, Issue 2
Summer 2010
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LEAPS of Faith: A Trading Indicator Based on CBOE S&P 500 LEAPS Option Open Interest Information
Rafiqul Bhuyan, Patricia A. Cheshier, Denver H. Travis
The Journal of Investing May 2010, 19 (2) 85-94; DOI: 10.3905/joi.2010.19.2.085

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LEAPS of Faith: A Trading Indicator Based on CBOE S&P 500 LEAPS Option Open Interest Information
Rafiqul Bhuyan, Patricia A. Cheshier, Denver H. Travis
The Journal of Investing May 2010, 19 (2) 85-94; DOI: 10.3905/joi.2010.19.2.085
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  • Article
    • Abstract
    • DATA DESCRIPTION
    • ESTABLISHING THE STATISTICAL RELATIONSHIP
    • DEVELOPMENT OF A TRADING STRATEGY
    • OUT-OF-SAMPLE TESTING OF THE TRADING STRATEGY
    • ROBUSTNESS TESTS
    • APPLICATIONS FOR ENHANCED INDEXING
    • CONCLUSION
    • ENDNOTES
    • REFERENCES
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