Work

The Dynamics of Option Volatility Smirk and Option Returns Predictability: Evidence From Chinese SSE50 ETF Options

Year: 2025

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.22590

Authors: Wenxin Guo, Dehong Liu, Carl R. Chen, Peter Lung

Institutions: Beijing Jiaotong University, University of Dayton, University of Denver

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4409706823

FWCI: 1.878

Cites: 58

Cited by: 2

Related to: 10