Nexus between governance indicators & sustainable stock market development in Pakistan: Evidences from symmetric and asymmetric analysis
K Islam, AR Bilal - Pakistan Journal of Humanities and Social …, 2021 - internationalrasd.org
The hidden non-linear association between governance indicators & stock market
development (SMD) of Pakistan has been scrutinized in this study by using two comparative …
development (SMD) of Pakistan has been scrutinized in this study by using two comparative …
What determines volatility smile in China?
P Li, A Xian, Y Lin - Economic Modelling, 2021 - Elsevier
The implied volatility for 50 ETF options in China shows a significant smile pattern across
different moneyness. Call and put options on 50 ETFs transacted from February 2015 to …
different moneyness. Call and put options on 50 ETFs transacted from February 2015 to …
Trading restriction and the choice for derivatives
In this paper, we explore how trading restriction in terms of significantly increased cost for
futures contracts impacts trading activities of futures and options written on the same …
futures contracts impacts trading activities of futures and options written on the same …
The impact of soft intervention on the Chinese financial futures market
JE Hilliard, H Zhang - Journal of Futures Markets, 2020 - Wiley Online Library
During the 2015 financial crisis in China, participants faced the criticism that manipulators
and shorts had destabilized the market. As a result, the Chinese Securities Regulatory …
and shorts had destabilized the market. As a result, the Chinese Securities Regulatory …
Pricing kernel monotonicity and term structure: Evidence from China
Y Jiao, Q Liu, S Guo - Journal of Banking & Finance, 2021 - Elsevier
Using all the data of options on the China 50 ETF, we study the pricing kernel monotonicity
by adapting the recently proposed conditional density integration approach of Linn-Shive …
by adapting the recently proposed conditional density integration approach of Linn-Shive …
Understanding Equity Option Returns in the Chinese Market
We examine returns on the Shanghai Stock Exchange (SSE) 50ETF options and find that
average delta-hedged returns on call (put) options are significantly negative (positive) …
average delta-hedged returns on call (put) options are significantly negative (positive) …
Policy Transfer: The Case of Founding the Growth Enterprise Board in China's Security Market
J Zhang, Y Zhang, A Farazmand - International Journal of Public …, 2021 - Taylor & Francis
This article explores the initiation process of China's Growth Enterprise Board in the security
market and focuses on the policy transfer activities developed by the Chinese based on the …
market and focuses on the policy transfer activities developed by the Chinese based on the …