Price discovery and spillover dynamics in the Chinese stock index futures market : a natural experiment on trading volume restriction
Feng He, Baiao Liu-Chen, Xiangtong Meng, Xiong Xiong, Wei Zhang
| Year of publication: |
2020
|
|---|---|
| Authors: | He, Feng ; Liu-Chen, Baiao ; Meng, Xiangtong ; Xiong, Xiong ; Zhang, Wei |
| Subject: | Price discovery | Regulation change | Spillover effect | Stock index futures | Index-Futures | Index futures | Spillover-Effekt | Börsenkurs | Share price | China | Handelsvolumen der Börse | Trading volume |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2020.1814037 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012313585