Leverage effect on stochastic volatility for option pricing in Hong Kong: A simulation and empirical study

Hong, Hui; Bian, Zhicun; Chen, Naiwei

doi:10.1016/j.najef.2019.02.003

Search citation statements

Order By: Relevance

Paper Sections

Select...

Discussion1

Mutual Relationship Between Financial Leverage and Dividend1

Citation Types

Supporting

Mentioning

Contrasting

Year Published

2020

Publication Types

Select...

Article2

Relationship

Self Cite0

Independent2

Authors

Journals

Cited by 2 publications

(2 citation statements)

References 31 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…In other words, if the financial leverage changes and fluctuates, the price is overshadowed. The results of the research are consistent with studies by Hong et al (2019), Hong et al (2019), Saati et al (2017.…”

Section: Discussionsupporting

confidence: 92%

See 1 more Smart Citation

Effect of Financial Leverage on the Trend of Stock Pricing Fluctuations in Companies Listed in Tehran Stock Exchange

Karimi

2020

PyR

View full text Add to dashboard Cite

The key factor in creating value in companies and banks is the capital structure and financing method so that companies are moving towards creating value through debt control and the use of proper financing. Therefore, the present study was conducted to investigate the effect of financial leverage on the stock price volatility trend in listed companies in Tehran Stock Exchange for the period 2011-2018 using systematic elimination method. The results of data analysis showed that financial leverage capital has significant effect on the trend of stock price volatility in listed companies in Tehran Stock Exchange.

show abstract

Section: Discussionsupporting

confidence: 92%

“…Therefore, the ratio of leverage and volatility of firm returns will change (Dong, 2015). Hong et al (2019) investigated the impact of financial leverage on pricing fluctuations in a study. The sampling method in this study is systematic elimination.…”

Section: Mutual Relationship Between Financial Leverage and Dividendmentioning

confidence: 99%

Effect of Financial Leverage on the Trend of Stock Pricing Fluctuations in Companies Listed in Tehran Stock Exchange

Karimi

2020

PyR

View full text Add to dashboard Cite

show abstract

European Option Pricing Based on Improved Heston Model

江¹

2020

AAM

View full text Add to dashboard Cite

Leverage effect on stochastic volatility for option pricing in Hong Kong: A simulation and empirical study

Cited by 2 publications

References 31 publications

Effect of Financial Leverage on the Trend of Stock Pricing Fluctuations in Companies Listed in Tehran Stock Exchange

Effect of Financial Leverage on the Trend of Stock Pricing Fluctuations in Companies Listed in Tehran Stock Exchange

European Option Pricing Based on Improved Heston Model

Contact Info

Product

Resources

About