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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| Property / cites work: Q4794126 / rank | |||
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| Property / cites work: A new closed-form solution as an extension of the Black–Scholes formula allowing smile curve plotting / rank | |||
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| Property / cites work: A new formula for computing implied volatility / 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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