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Same Tag Articles
【With the same tag:【股票收益】 Found 5 articles】
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| F832.5
Research on the Risk Information Contained in the Shape of Implied Volatility Smile of SSE 50ETF Options
Ni Zhongxin
,
Guo Jing
,
Wang Linyu
We mainly use the methods of linear regression, factor beta-based portfolio sorting, and Fama-Macbeth regression to study the different risk significance of the implied volatility smile sh...
First published at: Apr 01, 2020
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ESI
doi:
10.16538/j.cnki.jfe.2020.04.011
Journal of Finance and Economics
, Vol. 46, Issue 04
, pp. 155 - 168,封三
On Characteristics and Formation Mechanisms of Momentum Effect in China's A-share Market
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(7455.6 KB) |
ESI
Journal of Finance and Economics
, Vol. 40, Issue 02
, pp. 97 - 107
西方心态错位因素与
股票收益
关系研究评介
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ESI
Foreign Economics & Management
, Vol. 27, Issue 12
, pp. 44 - 50
A Positive Analysis of the Dynamic Relationship between Stock Returns and Inflation
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(792.8 KB) |
ESI
Journal of Finance and Economics
, Vol. 30, Issue 01
, pp. 125 - 130
A Study of the Influence of Our Stock Market in Demand for Money
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ESI
Journal of Shanghai University of Finance and Economics
, Vol. 04, Issue 03
, pp. 1 - 8
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