Option prices and stock market momentum : evidence from China
Year of publication: |
September 2018
|
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Authors: | Li, Jianping ; Yao, Yanzhen ; Chen, Yibing ; Lee, Cheng F. |
Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 9, p. 1517-1529
|
Subject: | Option price | Implied volatility spread | Past stock returns | Stock market momentum | Aktienmarkt | Stock market | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Kapitaleinkommen | Capital income | China | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Optionsgeschäft | Option trading |
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