On May 30th, The Hujiang Economics and Management Forum Series (111st Session) was successfully held in the second conference room on the fourth floor of the A building of the School of Management. Guo Wei, a lecturer from the Department of Finance, delivered an academic report titled Implied Volatility in China's Stock Index ETF Options Market: A Behavioral Finance and System Dynamics Analysis.
The report discussed the impact of irrational factors of Chinese investors on the volatility of the stock market and the mechanisms of implied volatility in the index ETF options market. The study found that investor sentiment significantly affects market volatility through its impact on the jump behavior in the stock market. The findings of this report are of reference significance to market investors and government securities regulators.
Finally, Su Xiaoshan, a lecturer in the finance department, commented on the lecture, and the teachers and students present had an in-depth discussion and exchange about the content of the report.
Translated by Guo Wei
Reviewed by Fang Zhiming
