Measuring investors’ risk aversion in China’s stock market
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DOI: 10.1016/j.frl.2020.101891
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More about this item
Keywords
Risk-neutral density; Downside risk aversion; Option prices; Nonparametric estimation;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
Statistics
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