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A state-price volatility index for China's stock market
O'Neill, Michael J.; Wang, Kent; Liu, Zhangxin - In: Accounting and finance : journal of the Accounting … 56 (2016) 3, pp. 607-626
Persistent link: https://www.econbiz.de/10011622198
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Tail risk hedging for mutual funds using equity market state prices
O'Neill, Michael J.; Liu, Zhangxin - In: Australian journal of management 41 (2016) 4, pp. 687-698
Persistent link: https://www.econbiz.de/10011583138
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State-preference pricing and volatility indices
Liu, Zhangxin; O'Neill, Michael J. - In: Accounting and finance : journal of the Accounting … 57 (2017) 3, pp. 815-836
Persistent link: https://www.econbiz.de/10011798961
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Fund Volatility Index using equity market state prices
O'Neill, Michael J.; Liu, Zhangxin - In: Accounting and finance : journal of the Accounting … 57 (2017) 3, pp. 837-853
Persistent link: https://www.econbiz.de/10011798964