Teng Ma

Tsinghua University, PBC School of Finance, Students

No. 43, Chengdu Road

Haidian District

Beijing 100083

China

SCHOLARLY PAPERS

1

DOWNLOADS

149

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

The Informational Role of Options Trading: Evidence from the Shanghai Stock Exchange 50ETF Options in China

Number of pages: 59 Posted: 09 Jul 2021
Teng Ma and Xiaoyan Zhang
and Tsinghua University - PBC School of Finance
Downloads 149 (300,649)

Abstract:

Loading...

Put-call ratios, skewness ratios, China VIX Index, variance risk premium, stock return predictability, market timing