Can the Implied Information of Options Predict the Liquidity of Stock Market? A Data-Driven Research Based on SSE 50ETF Options

Liquidity reflects the quality of the market. When the market is short of liquidity, it often causes investors’ trading difficulties and stock price volatility, expanding the investment risk. As a risk management tool, options attract more informed investors to trade because of their flexible design...

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Bibliographic Details
Main Authors: Hairong Cui, Jinfeng Fei, Xunfa Lu
Format: Article
Language:English
Published: Wiley 2021-01-01
Series:Journal of Mathematics
Online Access:http://dx.doi.org/10.1155/2021/9059213
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