Title of article
Moneyness and the response of the\Implied volatilities to price changes: The empirical evidence from HSI options
Author/Authors
Kam C. Chan، نويسنده , , Louis T. W. Cheng، نويسنده , , Peter P. Lung، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
27
From page
527
To page
553
Keywords
Implied Volatility , HIS options , Cause–effect relation , Asymmetric responses
Journal title
Pacific-Basin Finance Journal
Serial Year
2003
Journal title
Pacific-Basin Finance Journal
Record number
249370
Link To Document