How do US options traders “smirk” on China? Evidence from FXI options-Reference-Cited by-同舟云学术

How do US options traders “smirk” on China? Evidence from FXI options

Published:2019-02-26 Issue:11 Volume:39 Page:1450-1470
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J Futures Markets

Author:

Li Jianhui¹^ORCID,Gehricke Sebastian A.¹^ORCID,Zhang Jin E.¹

Affiliation:

1. Department of Accountancy and FinanceOtago Business School, University of OtagoDunedin New Zealand

Funder

University of Otago

National Natural Science Foundation of China

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22005

Reference58 articles.

1. The Joint Cross Section of Stocks and Options

2. The Cross-Section of Volatility and Expected Returns

3. Empirical Performance of Alternative Option Pricing Models

4. Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options

5. Bali T. G. Hu J. &Murray S. (2017).Option implied volatility skewness and kurtosis and the cross‐section of expected stock returns. Available at SSRN 2322945.

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