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~isPartOf:"Review of quantitative finance and accounting"
~language:"eng"
~person:"Li, Wei"
~subject:"Managers"
~subject:"USA"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Review of quantitative finance and accounting
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Volatilities implied by price changes in the S&P 500 options and futures contracts
Hilliard, Jitka
;
Li, Wei
- In:
Review of quantitative finance and accounting
42
(
2014
)
4
,
pp. 599-626
Persistent link: https://www.econbiz.de/10010431376
Saved in:
2
The impact of H-share derivatives on the underlying equity market
Wang, Steven Shuye
;
Li, Wei
;
Cheng, Louis T. W.
- In:
Review of quantitative finance and accounting
32
(
2009
)
3
,
pp. 235-267
Persistent link: https://www.econbiz.de/10003846977
Saved in:
3
Is the "perfect" timing strategy truly perfect?
Lam, Kin
;
Li, Wei
- In:
Review of quantitative finance and accounting
22
(
2004
)
1
,
pp. 39-51
Persistent link: https://www.econbiz.de/10001919343
Saved in:
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