Option prices and stock market momentum: evidence from China (Q5026531): Difference between revisions

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Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
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Latest revision as of 20:40, 14 September 2024

scientific article; zbMATH DE number 7470687
Language Label Description Also known as
English
Option prices and stock market momentum: evidence from China
scientific article; zbMATH DE number 7470687

    Statements

    Option prices and stock market momentum: evidence from China (English)
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    8 February 2022
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    option price
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    implied volatility spread
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    past stock returns
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    stock market momentum
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