Short selling restrictions and index futures pricing : evidence from China
Year of publication: |
2019
|
---|---|
Authors: | Lepone, Andrew ; Wen, Jun ; Wong, Jin Boon ; Yang, Jin Young |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 61.2019, p. 179-187
|
Subject: | CSI 300 futures | Index arbitrage | Short-selling restrictions | China | Index-Futures | Index futures | Arbitrage | Leerverkauf | Short selling | Finanzmarktregulierung | Financial market regulation | Börsenkurs | Share price | Derivat | Derivative |
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