Does the listing of optionsimprove forecasting power? : evidence from the Shanghai Stock Exchange
Biao Guo, Zhen Wang, Shuyu Fan
| Year of publication: |
2022
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|---|---|
| Authors: | Guo, Biao ; Wang, Zhen ; Fan, Shuyu |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 58.2022, 15, p. 4300-4308
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| Subject: | CSI 300 ETF options | implied volatility | information content | risk-neutral skewness | Volatilität | Volatility | Shanghai | Aktienmarkt | Stock market | Indexderivat | Index derivative | Optionsgeschäft | Option trading | China | Prognoseverfahren | Forecasting model | Informationswert | Information value | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Optionspreistheorie | Option pricing theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2022.2063718 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013463027