Risk appetite and option prices: Evidence from the Chinese SSE50 options market
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DOI: 10.1016/j.irfa.2023.102541
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Cited by:
- Ni, Zhongxin & Wang, Linyu, 2023. "The predictability of skewness risk premium on stock returns: Evidence from Chinese market," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 576-594.
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Keywords
Risk appetite; Implied volatility function; Risk-neutral skewness; Leverage effect; Asymmetry;All these keywords.
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