The implied volatility smirk in the Chinese equity options market
Tian Yue, Sebastian A. Gehricke, Jin E. Zhang, Zheyao Pan
| Year of publication: |
2021
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|---|---|
| Authors: | Yue, Tian ; Gehricke, Sebastian A. ; Zhang, Jin E. ; Pan, Zheyao |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 69.2021, p. 1-16
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| Subject: | Implied volatility smirk | Investor sentiment | Option trading strategy | SSE 50 ETF options | Volatilität | Volatility | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Aktienoption | Stock option | Anlageverhalten | Behavioural finance | Indexderivat | Index derivative | Black-Scholes-Modell | Black-Scholes model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2021.101624 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013369869