Contemporaneous and asymmetric properties in the price-volume relationships in China’s agricultural futures markets
Ling-Yun He, Sheng Yang, Wen-Si Xie, and Zhi-Hong Han
| Year of publication: |
2014
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|---|---|
| Authors: | He, Ling-yan ; Yang, Sheng ; Xie, Wen-si ; Han, Zhi-hong |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 50.2014, Suppl.1, p. 148-166
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| Subject: | asymmetry | China’s agricultural futures market | Granger causality | heterogeneity of traders | price-volume relationship | short-selling constraint | China | Kausalanalyse | Causality analysis | Rohstoffderivat | Commodity derivative | Börsenkurs | Share price | Handelsvolumen der Börse | Trading volume | Warenbörse | Commodity exchange | Agrarprodukt | Agricultural product | Agrarmarkt | Agricultural market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010403272