Keyword Analysis & Research: 50etf


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Keyword CPC PCC Volume Score Length of keyword
50etf1.180.63227695

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Keyword CPC PCC Volume Score
50etf1.510.881038

Search Results related to 50etf on Search Engine

  • 上证50ETF(510050)_股票行情_走势图—东方财富网

    eastmoney.com

    https://quote.eastmoney.com/SH510050.html

    WEB提供上证50ETF (510050)的行情走势、资金流向、行业概念板块排行、成份股排行、大盘分析、证券聚焦、市场总貌、股吧互动等与上证50ETF (510050)有关的信息和服务。.

    DA: 57 PA: 57 MOZ Rank: 79

  • Pricing of Shanghai stock exchange 50 ETF options based on …

    plos.org

    https://journals.plos.org/plosone/article?id=10.1371/journal.pone.0288266

    WEBDec 7, 2023 · On the other hand, the 50ETF option contract, the first exchange-traded option product in China, has gained massive progress in the transaction after seven years of rapid development. In 2021, the average daily trading volume of the option contract will be 2.6 million. From the proportion of call options and put options, the trading volume of ...

    DA: 15 PA: 97 MOZ Rank: 88

  • ChinaAMC China 50 ETF (510050.SS) - Yahoo Finance

    yahoo.com

    https://finance.yahoo.com/quote/510050.SS/

    WEBChinaAMC China 50 ETF (510050.SS) Shanghai - Shanghai Delayed Price. Currency in CNY. Follow. 2.4370 -0.0130 (-0.53%) At close: 03:00PM CST. 1d. 5d. 1m.

    DA: 20 PA: 43 MOZ Rank: 91

  • Trading activity, risk aversion, and risk neutral ... - ScienceDirect

    sciencedirect.com

    https://www.sciencedirect.com/science/article/pii/S1059056024000339

    WEBMar 1, 2024 · The SSE 50ETF consists of the largest fifty stocks traded at the SSE. As of today, the SSE 50ETF option market has more than six years’ history of trading. The nominal value of the SSE 50ETF options traded per day has increased from 27 billion in 2015 to 67 billion yuan in 2020.

    DA: 32 PA: 12 MOZ Rank: 22

  • An analysis of the arbitrage efficiency of the Chinese SSE 50ETF

    sciencedirect.com

    https://www.sciencedirect.com/science/article/pii/S1059056017305968

    WEBJan 1, 2019 · This paper focuses on the arbitrage efficiency of the Chinese SSE 50ETF options market and aims to provide evidence on the size and frequency of arbitrage opportunities using put-call parity arbitrage, box spread …

    DA: 40 PA: 31 MOZ Rank: 12


  • Using implied volatility jumps for realized volatility forecasting

    sciencedirect.com

    https://www.sciencedirect.com/science/article/pii/S1057521922002320

    WEBOct 1, 2022 · Abstract. This study examines the Chinese implied volatility index (iVIX) to determine whether jump information from the index is useful for volatility forecasting of the Shanghai Stock Exchange 50ETF. Specifically, we consider the jump sizes and intensities of the 50ETF and iVIX as well as cojumps.

    DA: 14 PA: 71 MOZ Rank: 35

  • SSE 50ETF Options - SHANGHAI STOCK EXCHANGE

    sse.com.cn

    http://english.sse.com.cn/markets/derivatives/overview/50etf/

    WEBInitial margin for short call= [previous settlement price + Max. (12%×previous closing price of underlying – max (strike price – previous closing price of underlying, 0), 7%×previous close price of underlying)]×contract size. Initial margin …

    DA: 100 PA: 26 MOZ Rank: 34

  • The Informational Role of Options Trading: Evidence from the

    ssrn.com

    https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3874855

    WEBJul 9, 2021 · Leveraging the Shanghai Stock Exchange 50 exchange-traded fund (50ETF) options trading data in China, we show that put-call ratios, skewness ratios, and China's Volatility Index exhibit economically and statistically significant predictability for the expected returns of the 50ETF in the time series.

    DA: 61 PA: 13 MOZ Rank: 6

  • 50ETF Option Market History and Opportunities—A Practioner's …

    nyu.edu

    https://research.shanghai.nyu.edu/centers-and-institutes/vins/events/50etf-option-market-history-and-opportunities%E2%80%94-practioners-review

    WEBSSE 50 Index ETF Option ("50ETF Option") is currently the only exchange traded option in China. It was introduced in February 2015 by the Shanghai Stock Exchange. Since then, China's A-share market has gone through several highly volatile periods before gradually settling down over the last six months. Mr.

    DA: 78 PA: 28 MOZ Rank: 53

  • Relationship between Investor Sentiment and Price Fluctuation of …

    nih.gov

    https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9259267/

    WEBJun 29, 2022 · Abstract. In this paper, we have studied the December call-options contract of SSE 50ETF options to put forward the sentiment composite index of options by means of the principal component analysis and to explore the relationship between such index and the fluctuation taking place in option prices.

    DA: 39 PA: 32 MOZ Rank: 78