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Does index futures trading reduce volatility in the Chinese stock market? : a panel data evaluation approach

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Recent macroeconomic stability in China

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Do cash flows of growth stocks really grow faster?

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Does Index Futures Trading Reduce Volatility in the Chinese Stock Market? A Panel Data Evaluation Approach

Chen, Haiqiang - 2013

This paper investigates the effect of introducing index futures trading on the spot price volatility in the Chinese stock market. We employ a recently developed panel data policy evaluation approach (Hsiao et al. 2011) to construct counterfactuals of the spot market volatility, based mainly on...

Persistent link: https://www.econbiz.de/10013083315

The impact of options introduction on the volatility of the underlying equities : evidence from the Chinese stock markets

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The asymmetric effect of information shock on overnight and intraday expected returns : evidence from Chinese a-share stock market

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Tail dependence and risk spillover effects between China's carbon market and energy markets

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Volatility and dependence in crude oil and agricultural commodity markets

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