Variance risk premiums and return predictability: Evidence from SSE 50ETF options

LI Zhiyong, YU Mei, WANG Shouyang

Systems Engineering - Theory & Practice ›› 2022, Vol. 42 ›› Issue (2) : 306-319.

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Systems Engineering - Theory & Practice ›› 2022, Vol. 42 ›› Issue (2) : 306-319. DOI: 10.12011/SETP2021-0600

Variance risk premiums and return predictability: Evidence from SSE 50ETF options

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2022, 42(2): 306-319 https://doi.org/10.12011/SETP2021-0600

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