Jacqueline Wang

Hong Kong Polytechnic University - School of Accounting and Finance

Hung Hom, Kowloon

Hong Kong

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Scholarly Papers (1)

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The Predictive Power of Implied Volatility of Options Traded OTC and on Exchanges

Journal of Banking and Finance, Vol. 34, No. 1, 2010
Number of pages: 36 Posted: 08 Dec 2008 Last Revised: 29 Jul 2015
Wayne Yu, Evans Lui and Jacqueline Wang
City University of Hong Kong, The Chinese University of Hong Kong (CUHK) - Department of Finance and Hong Kong Polytechnic University - School of Accounting and Finance
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Abstract:

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Implied Volatility, Predictive Power, Historical Volatility, Index Options, Over-the-Counter