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Is the nonlinear hedge of options more effective? : evidence from the SSE 50 ETF options in China

Yu, Xiao-Jian; Wang, Zi-Ling; Xiao, Wei-Lin - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012665985

Risk appetite and option prices : evidence from the Chinese SSE50 options market

Liu, Qing; Wang, Shouyang; Sui, Cong - In: International review of financial analysis 86 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014248927

Empirical Examinations of the Black-Scholes Model and Merton Jump-Diffusion Model in the Chinese Options Market

Zhang, Zhiwei - 2020

Since the launch of 50 ETF index option in February 2015, its trading volume keeps increasing year by year. This … reflects the strong potential of the Chinese option market. As there were few English research on the 50 ETF option, I was very …

Persistent link: https://www.econbiz.de/10014352165

What determines volatility smile in China?

Li, Pengshi; Xian, Aichuan; Lin, Yan - In: Economic modelling 96 (2021), pp. 326-335

Persistent link: https://www.econbiz.de/10012745422

Calibration of implied volatility for the exchange rate for the Chinese Yuan from its derivatives

Liang, Jin; Gao, Y. - In: Economic modelling 29 (2012) 4, pp. 1278-1285

Persistent link: https://www.econbiz.de/10009667379

Distilling private information from plain-vanilla options to predict future underlying stock price volatility : evidence from the H-shares of Chinese banks

Koutmos, Dimitrios - In: Research in international business and finance 37 (2016), pp. 391-405

Persistent link: https://www.econbiz.de/10011595294

Implied volatility surface construction for commodity futures options traded in China

Xu, Wei; Šević, Aleksandar; Šević, Željko - In: Research in international business and finance 61 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10014246888

An empirical study on the characterization of implied volatility and pricing in the Chinese option market

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Determinants of stock option use by Chinese companies

Luo, Lei - In: The journal of applied business research 31 (2015) 4, pp. 1355-1375

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Empirical pricing kernel and option-implied risk aversion in China 50 ETF

Sung, Hao-Chang; Shi, Lisi - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 15, pp. 4286-4299

Persistent link: https://www.econbiz.de/10013463016

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