The Pricing of Jump Propagation: Evidence from Spot and Options Markets

• Du Du

  Corresponding Author

  Du Du

  [email protected]

  http://orcid.org/0000-0002-1352-698X

  Department of Economics and Finance, City University of Hong Kong, Kowloon Tong, Hong Kong

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  ,
• Dan Luo

  Dan Luo

  [email protected]

  http://orcid.org/0000-0001-9009-5215

  School of Finance, Shanghai University of Finance and Economics, and Shanghai Key Laboratory of Financial Information Technology, Shanghai 200433, China

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