Work

Net buying pressure, volatility smile, and abnormal profit of Hang Seng Index options

Year: 2004

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.20134

Authors: Kam C. Chan, Louis T. W. Cheng, Peter P. Lung

Institutions: Western Kentucky University, Hong Kong Polytechnic University, University of Dayton

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2109178763

FWCI: 0.575

Cites: 16

Cited by: 27

Related to: 10