The impact of options introduction on the volatility of the underlying equities : evidence from the Chinese stock markets
Gideon Bruce Arkorful, Haiqiang Chen, Xiaoqun Liu and Chuanhai Zhang
| Year of publication: |
2020
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|---|---|
| Authors: | Arkorful, Gideon Bruce ; Chen, Haiqiang ; Liu, Xiaoqun ; Zhang, Chuanhai |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 20.2020, 12, p. 2015-2024
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| Subject: | GARCH-X models | Options introduction | Realized GARCH models | SSE 50ETF | Volatility | Volatilität | ARCH-Modell | ARCH model | China | Optionsgeschäft | Option trading | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2020.1814015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012313545