Do loosened trading rules restore the stock index futures price discovery ability in China?
Xiaotao Zhang, Yuepeng Zhao, Ziqiao Wang
| Year of publication: |
2024
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|---|---|
| Authors: | Zhang, Xiaotao ; Zhao, Yuepeng ; Wang, Ziqiao |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 93.2024, 2, p. 389-397
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| Subject: | Loosened trading rules | Price discovery | Stock index futures market | Volatility spillover | Index-Futures | Index futures | China | Volatilität | Volatility | Aktienindex | Stock index | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Großbritannien | United Kingdom |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2024.05.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014535566