Price discovery and its determinants for the Chinese soybean options and futures markets
Jing Hao, Feng He, Baiao Liu-Chen, Zihe Li
| Year of publication: |
2021
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|---|---|
| Authors: | Hao, Jing ; He, Feng ; Liu-Chen, Baiao ; Li, Zihe |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 40.2021, p. 1-6
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| Subject: | Price discovery | Put-call parity | Soybean futures | Soybean options | Sojabohne | Soybean | Derivat | Derivative | Rohstoffderivat | Commodity derivative | China | Warenbörse | Commodity exchange | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Börsenkurs | Share price | Index-Futures | Index futures |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2020.101689 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012819235