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Empirical performance of affine option pricing models : evidence from the Australian index options market

Sharp, Timothy; Li, Steven; Allen, David E. - In: Applied financial economics 20 (2010) 4/6, pp. 501-514

This article investigates the performance of affine option pricing models in the context of the Australian Standard & Poor's (S&P)/Australian Stock Exchange (ASX) 200 index option market. This investigation is done through the implicit estimation of the risk neutral parameters of affine option...

Persistent link: https://www.econbiz.de/10003963448

Empirical performance of affine option pricing models: evidence from the Australian index options market

Sharp, Timothy; Li, Steven; Allen, David - In: Applied Financial Economics 20 (2010) 6, pp. 501-514

Persistent link: https://www.econbiz.de/10008502983

The arbitrage efficiency of Nikkei 225 options market : a put-call parity analysis

Li, Steven - 2006

Persistent link: https://www.econbiz.de/10003342675

The arbitrage efficiency of the Nikkei 225 options market : a put-call parity analysis

Li, Steven - In: Monetary and economic studies 24 (2006) 2, pp. 33-54

Persistent link: https://www.econbiz.de/10003391258

The influence of economic fluctuations on corporate financing decisions: South African evidence

Reinhard, Ludwig Franz Martin; Li, Steven - In: Afro-Asian Journal of Finance and Accounting : AAJFA 1 (2008) 2, pp. 107-128

Persistent link: https://www.econbiz.de/10003787136

Financing decisions during different economic periods : evidence from Indonesia and Malaysia

Reinhard, Ludwig F. M.; Li, Steven - In: International journal of monetary economics and finance 1 (2008) 4, pp. 355-379

Persistent link: https://www.econbiz.de/10003822503

A note on capital structure target adjustment : Indonesian evidence

Reinhard, Ludwig; Li, Steven - In: International journal of managerial finance : IJMF 6 (2010) 3, pp. 245-259

Persistent link: https://www.econbiz.de/10003996833

The impact of the opening up to the b-share markets on the integration of Chinese stock markets

Chen, Langnan; Li, Steven; Lin, Weibin - In: Asia-Pacific financial markets : integration, …, (pp. 95-116). 2008

Persistent link: https://www.econbiz.de/10003603067

Corporate governance and corporate performance : some evidence from newly listed firms on Chinese stock markets

Chen, Langnan; Li, Steven; Lin, Weibin - In: International journal of accounting, auditing and … 4 (2007) 2, pp. 183-197

Persistent link: https://www.econbiz.de/10003569831

The relationship between implied and realized volatility: evidence from the Australian stock index option market

Li, Steven; Yang, Qianqian - In: Review of quantitative finance and accounting 32 (2009) 4, pp. 405-419

Persistent link: https://www.econbiz.de/10003873809

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