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Understanding Equity Option Returns in the Chinese Market

https://doi.org/10.2139/ssrn.4945542
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/j.jempfin.2021.10.006openalex-snapshot
Non-marketability and one-day selling lockup
inferredcites →https://doi.org/10.1016/j.jfineco.2012.05.013openalex-snapshot
Do option markets undo restrictions on short sales? Evidence from the 2008 short-sale ban
inferredcites →https://doi.org/10.1016/j.jfineco.2018.12.006openalex-snapshot
Why do option returns change sign from day to night?
inferredcites →https://doi.org/10.1016/j.jfineco.2019.04.004openalex-snapshot
Option prices and costly short-selling
inferredcites →https://doi.org/10.1017/s0022109022000783openalex-snapshot
Market Return Around the Clock: A Puzzle
inferredcites →https://doi.org/10.1057/jam.2011.2openalex-snapshot
Returns in trading versus non-trading hours: The difference is day and night
inferredcites →https://doi.org/10.1086/260062openalex-snapshot
The Pricing of Options and Corporate Liabilities
inferredcites →https://doi.org/10.1086/367683openalex-snapshot
Can the Market Add and Subtract? Mispricing in Tech Stock Carve‐outs
inferredcites →https://doi.org/10.1093/rfs/hhad020openalex-snapshot
The Overnight Drift
inferredcites →https://doi.org/10.1093/rfs/hhg002openalex-snapshot
Delta-Hedged Gains and the Negative Market Volatility Risk Premium
inferredcites →https://doi.org/10.1093/rfs/hhm083openalex-snapshot
Failure Is an Option: Impediments to Short Selling and Options Prices
inferredcites →https://doi.org/10.1093/rfs/hhu032openalex-snapshot
High-Frequency Trading and Price Discovery
inferredcites →https://doi.org/10.1093/rof/rfv052openalex-snapshot
How Do Short-Sale Costs Affect Put Options Trading? Evidence from Separating Hedging and Speculative Shorting Demands
inferredcites →https://doi.org/10.1111/fire.12189openalex-snapshot
Regulatory Soft Interventions in the Chinese Market: Compliance Effects and Impact on Option Market Efficiency
inferredcites →https://doi.org/10.1111/j.1540-6261.1993.tb04738.xopenalex-snapshot
Options, Short Sales, and Market Completeness
inferredcites →https://doi.org/10.1111/j.1540-6261.2011.01700.xopenalex-snapshot
Regulatory Uncertainty and Market Liquidity: The 2008 Short Sale Ban's Impact on Equity Option Markets
inferredcites →https://doi.org/10.1561/104.00000097openalex-snapshot
Chinese Capital Market: An Empirical Overview
inferredcites →https://doi.org/10.2139/ssrn.1004081openalex-snapshot
Return Differences between Trading and Non-Trading Hours: Like Night and Day
inferredcites →https://doi.org/10.2139/ssrn.249981openalex-snapshot
Can the Market Add and Subtract? Mispricing in Tech Stock Carve-Outs
inferredcites →https://doi.org/10.2139/ssrn.423881openalex-snapshot
Failure is an Option: Impediments to Short Selling and Options Prices
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