Ke Song

Personal Details

First Name:	Ke
Middle Name:
Last Name:	Song
Suffix:
RePEc Short-ID:	pso668
	[This author has chosen not to make the email address public]

Affiliation

School of Finance
Renmin University of China

Beijing, China
http://sf.ruc.edu.cn/
RePEc:edi:sfruccn (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

1. Jianhua Gang & Nan Huang & Ke Song & Ruyi Zhang, 2020. "Index volatility and the put-call ratio: a tale of three markets," Quantitative Finance, Taylor & Francis Journals, vol. 20(12), pages 1983-1996, December.

   Cited by:

   1. Xingguo Luo & Yuting Lin & Xiaoli Yu & Feng He, 2021. "How trading in commodity futures option markets impacts commodity futures prices," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(8), pages 1333-1347, August.
   2. Li, Yubin & Zhao, Chen & Zhong, Zhaodong (Ken), 2021. "Trading behavior of retail investors in derivatives markets: Evidence from Mini options," Journal of Banking & Finance, Elsevier, vol. 133(C).

More information

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Corrections

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