Comparative analysis of put-call ratio and implied volatility in the multi-factor model

HIGHLIGHTS

• What: This study performs Granger Causality Analyses on the Put-Call ratio, with the findings presented in Table 2.
• Who: Haoyu Huangfu and collaborators from the Department of Economic Mathematics, New York University, New York, USA have published the article: Comparative Analysis of Put-Call Ratio and Implied Volatility in the Multi-factor Model, in the : Proceedings of the 8th International Conference on Economic Management and Green Development of May/31,/2024
• Future: For future studies researchers can consider putting IV factor or Put-call ratio factor into the model with more factors . . .
  

   

  

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