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The impact of the Japanese market on the intraday Hong Kong stock returns

✍ Scribed by Yan-Leung Cheung

Publisher
Springer
Year
1994
Tongue
English
Weight
329 KB
Volume
1
Category
Article
ISSN
1573-6946

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The information content of option implie
The information content of option implied volatility surrounding the 1997 Hong Kong stock market crash
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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