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Price volatility in the Hong Kong stock market: a test of the information and trading noise hypothesis

โœ Scribed by Kalok Chan; Yue-cheong Chan

Book ID
116161626
Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
665 KB
Volume
1
Category
Article
ISSN
0927-538X

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โœ Joseph K. W. Fung ๐Ÿ“‚ Article ๐Ÿ“… 2007 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 212 KB ๐Ÿ‘ 2 views

## Abstract This study examines the information conveyed by options and examines their implied volatility at the time of the 1997 Hong Kong stock market crash. The author determines the efficiency of implied volatility as a predictor of future volatility by comparing it to other leading indicator c