The Information Content of Option Implied Volatility Surrounding the 1997 Hong Kong Stock Market Crash-Reference-Cited by-同舟云学术

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The Information Content of Option Implied Volatility Surrounding the 1997 Hong Kong Stock Market Crash

Published:2005 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Fung Joseph K. W.

Publisher

Elsevier BV

Reference32 articles.

1. A Theory of Intrday Patterns: Volume and Price Variability;A Admati;The Review of Financial Studies,1988

2. The Crash of '87: Was It Expected? The Evidence from Options Markets;D S Bates;The Journal of Finance,1991

3. Are Currency Crises Predictable? A Test;A Berg;IMF Staff Papers,1999

4. Futures-Trading Activity and Stock Price Volatility;H Bessembinder;Journal of Finance,1992

5. The Pricing of Commodity Contracts;F Black;Journal of Financial Economics,1976

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Stochastic Dominance and Investors’ Behavior towards Risk: The Hong Kong Stocks and Futures Markets;SSRN Electronic Journal;2010

2. The Predictive Power of Implied Volatility of Options Traded OTC and on Exchanges;SSRN Electronic Journal;2008

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