Options Trading Based on the Forecasting of Volatility Direction with the Incorporation of Investor Sentiment
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Chunpeng Yang & Bin Gao & Jianlei Yang, 2016. "Option pricing model with sentiment," Review of Derivatives Research, Springer, vol. 19(2), pages 147-164, July.
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More about this item
KeywordsHAR-RV model; investor sentiment; market turnover; options trading; volatility forecasting;
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