مرکز منطقه ای اطلاع رساني علوم و فناوري - Moneyness and the response of the\Implied volatilities to price changes: The empirical evidence from HSI options

Title of article :

Moneyness and the response of the\Implied volatilities to price changes: The empirical evidence from HSI options

Author/Authors :

Kam C. Chan، نويسنده , , Louis T. W. Cheng، نويسنده , , Peter P. Lung، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

527

To page :

553

Keywords :

Implied Volatility , HIS options , Cause–effect relation , Asymmetric responses

Journal title :

Pacific-Basin Finance Journal

Serial Year :

2003

Journal title :

Pacific-Basin Finance Journal

Record number :

249370

Link To Document :