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The shape of option implied volatility : a study based on market net demand pressure
Mo, Tianyu; Zheng, Zhenlong; Lin, William - In: China finance review international 2 (2012) 1, pp. 27-52
Persistent link: https://www.econbiz.de/10009703233
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AVIX : an improved VIX based on stochastic interest rates and an adaptive screening mechanism
Zheng, Zhenlong; Jiang, Zhengyun; Chen, Rong - In: The journal of futures markets 37 (2017) 4, pp. 374-410
Persistent link: https://www.econbiz.de/10011950692
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Retrieving aggregate information from option volume
Lin, William; Tsai, Shih-Chuan; Zheng, Zhenlong; Qiao, Shuai - In: International review of economics & finance : IREF 55 (2018), pp. 220-232
Persistent link: https://www.econbiz.de/10012033475
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Does options trading convey information on futures prices?
Lin, William; Tsai, Shih-Chuan; Zheng, Zhenlong; Qiao, Shuai - In: The North American journal of economics and finance : a … 39 (2017), pp. 182-196
Persistent link: https://www.econbiz.de/10011878622