Option Price and Stock Market Momentum in China

DOI10.1142/9789811202391_0103zbMath1454.91301OpenAlexW3080300736MaRDI QIDQ5139541

Yibing Chen, Yanzhen Yao, Cheng-Few Lee, Jian-ping Li

Publication date: 9 December 2020

Published in: Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789811202391_0103

zbMATH Keywords

option priceprice pressuremomentum factorimplied volatility spreadpast stock returnsstock market momentum

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Financial markets (91G15)

This page was built for publication: Option Price and Stock Market Momentum in China