Work

How do market volatility and risk aversion sentiment inter-influence over time? Evidence from Chinese SSE 50 ETF options

Year: 2024

Type: article

Source: International Review of Financial Analysis

DOI: 10.1016/j.irfa.2024.103440

Authors: Jue Gong, Gang-Jin Wang, Chi Xie, Gazi Salah Uddin

Institutions: Hunan University, Linköping University, University of Cambridge

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Natural Science Foundation of Hunan Province, National Office for Philosophy and Social Sciences, Huxiang Youth Talent Support Program, National Social Science Fund of China

Awards: G1272098324, G412490277, 基于多层信息溢出网络的金融机构关联性与系统性风险贡献研究, 大数据环境下基于动态耦合网络的投资决策交互过程与证券市场稳定性研究, G8769777366

OpenAlex ID: W4400316284

FWCI: 5.622

Cites: 66

Cited by: 20

Related to: 10