The impact of the CSI 300 stock index futures : positive feedback trading and autocorrelation of stock returns
Yang Hou; Steven Li
| Year of publication: |
2014
|
|---|---|
| Authors: | Hou, Yang ; Li, Steven |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 33.2014, p. 319-337
|
| Subject: | Positive feedback trading | AR-GJR-GARCH-M model | VECM–GARCH-M model | CSI 300 stock index futures | Returns autocorrelation | Autokorrelation | Autocorrelation | Index-Futures | Index futures | Kapitaleinkommen | Capital income | Börsenkurs | Share price | ARCH-Modell | ARCH model | Aktienindex | Stock index |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010532719