Option price and stock market momentum in China (Q5139541)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7283315
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Option price and stock market momentum in China |
scientific article; zbMATH DE number 7283315 |
Statements
Option Price and Stock Market Momentum in China (English)
0 references
9 December 2020
0 references
option price
0 references
implied volatility spread
0 references
past stock returns
0 references
stock market momentum
0 references
price pressure
0 references
momentum factor
0 references
0.9629803895950316
0 references
0.6940671801567078
0 references
0.6869205832481384
0 references
