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Are tightened trading rules always bad? : evidence from the Chinese index futures market

Lin, Hai; Wang, You - In: Quantitative finance 18 (2018) 9, pp. 1453-1470

Persistent link: https://www.econbiz.de/10011913163

Are Tightened Trading Rules Always Bad? Evidence from the Chinese Index Futures Market

Lin, Hai - 2018

This paper investigates the impact of tightened trading rules on the market efficiency and the price discovery function of Chinese stock index futures in 2015. In contrast with severe criticism of these changes, we do not find empirical evidence that market efficiency and price discovery...

Persistent link: https://www.econbiz.de/10012935745

Further evidence of momentum in corporate bond returns

Lin, Hai; Tao, Xinyuan Stacie; Wang, Junbo; Wu, Chunchi - In: Advances in Pacific Basin business, economics, and finance 8 (2020), pp. 65-97

Persistent link: https://www.econbiz.de/10012601390

Information, sentiment, and margin trading of Chinese stock market

Lin, Hai; Liu, Pengfei; Zhang, Cheng - In: Accounting and finance 65 (2025) 1, pp. 81-108

Persistent link: https://www.econbiz.de/10015386997

Liquidity, informed trading, and a market surveillance system : evidence from the Vietnamese stock market

Chen, Rong; Geng, Heng; Lin, Hai; Phuong Thi Ly Nguyen - In: Pacific-Basin finance journal 67 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10013258133