Tian Yue
Tian Yue
Verified email at otago.ac.nz - Homepage
Title
Cited by
Cited by
Year
How Do Chinese Option-Traders “smirk” on China: Evidence from SSE 50 ETF Options.”
T Yue, S Gehricke, JE Zhang, Z Pan
Working Paper, 2019
22019
The Chinese equity index options market
T Yue, JE Zhang, EKM Tan
Emerging Markets Review 45, 100742, 2020
12020
The implied volatility smirk in the Chinese equity options market
T Yue, SA Gehricke, JE Zhang, Z Pan
Pacific-Basin Finance Journal 69, 101624, 2021
2021
SSE 50 ETF options
T Yue
University of Otago, 2020
2020
The implied volatility slope of VIX options
J Yoon, X Ruan, JE Zhang
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Articles 1–5