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REACTIONS OF THE HONG KONG STOCK MARKET TO THE PUBLICATION OF SECOND-HAND ANALYSTS’RECOMMENDATION INFORMATION

✍ Scribed by Siu-Yeung Chan; Wai-Ming Fong

Book ID
111105744
Publisher
John Wiley and Sons
Year
1996
Tongue
English
Weight
895 KB
Volume
23
Category
Article
ISSN
0306-686X

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## 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