Suivre
Gang Li
Gang Li
The Chinese University of Hong Kong, CUHK Business School
Adresse e-mail validée de cuhk.edu.hk - Page d'accueil
Titre
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Année
Information content of aggregate implied volatility spread
B Han, G Li
Management Science 67 (2), 1249-1269, 2021
312021
Aggregate Implied Volatility Spread and Stock Market Returns
B Han, G Li
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3047528, 2017
9*2017
Stock Return Autocorrelations and Expected Option Returns
Y Jeon, R Kan, G Li
Management Science (Forthcoming), 2024
4*2024
Betting Against the Crowd: Option Trading and Market Risk Premium
J Cao, G Li, X Zhan, G Zhou
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4301015, 2022
32022
Idiosyncratic Volatility and the ICAPM Covariance Risk
B Han, G Li
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3475179, 2023
2*2023
Three Essays on Empirical Asset Pricing
G Li
University of Toronto (Canada), 2020
2020
Opinion Divergence and High-volume Anomaly: New Evidence from Equity Option Market
J Cao, B Han, G Li, R Yang, XE Zhan
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