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The impact of monetary liquidity on Chinese aluminum prices

✍ Scribed by Sun, Zesheng; Sun, Bianxia; Lin, Sharon X.


Book ID
121750652
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
497 KB
Volume
38
Category
Article
ISSN
0301-4207

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The impact of liquidity on option prices
✍ Robin K. Chou; San-Lin Chung; Yu-Jen Hsiao; Yaw-Huei Wang πŸ“‚ Article πŸ“… 2011 πŸ› John Wiley and Sons 🌐 English βš– 148 KB

This study illustrates the impact of both spot and option liquidity levels on option prices. Using implied volatility to measure the option price structure, our empirical results reveal that even after controlling for the systematic risk of Duan and Wei ( 2009), a clear link remains between option p