Index option trading and equity volatility : evidence from the SSE 50 and CSI 500 stocks
Cong Sui, Peter Lung, Mo Yang
| Year of publication: |
2021
|
|---|---|
| Authors: | Sui, Cong ; Lung, Peter P. ; Yang, Mo |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 73.2021, p. 60-75
|
| Subject: | CSI 500 index | Difference-in-difference | Downside risk | ETF option | SSE 50 index | Index-Futures | Index futures | Volatilität | Volatility | Aktienindex | Stock index | Optionsgeschäft | Option trading | Indexderivat | Index derivative | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2020.12.034 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012672300