Price Discovery in the Chinese Stock Index Futures Market-Reference-Cited by-同舟云学术

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Price Discovery in the Chinese Stock Index Futures Market

Published:2019-04-25 Issue:13 Volume:55 Page:2982-2996
ISSN:1540-496X
Container-title:Emerging Markets Finance and Trade
language:en
Short-container-title:Emerging Markets Finance and Trade

Author:

Hao Jing¹,Xiong Xiong¹,He Feng²,Ma Feng³

Affiliation:

1. College of Management and Economics, Tianjin University, Tianjin, P.R. China

2. School of Finance, Tianjin University of Finance and Economics, Tianjin, P.R. China

3. School of Economics and Management, Southwest Jiaotong University, Chengdu, P.R. China

Funder

National Natural Science Foundation of China

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/1540496X.2019.1598368

Reference54 articles.

1. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility

2. The impact of the futures market on spot volatility: an analysis in Turkish derivatives markets

3. Do Retail Trades Move Markets?

4. Futures Trading, Rational Expectations, and the Efficient Markets Hypothesis

5. Do futures lead price discovery in electronic foreign exchange markets?

Cited by 14 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Do loosened trading rules restore the stock index futures price discovery ability in China?;International Review of Economics & Finance;2024-06

2. SF-Transformer: A Mutual Information-Enhanced Transformer Model with Spot-Forward Parity for Forecasting Long-Term Chinese Stock Index Futures Prices;Entropy;2024-05-30

3. Financial market development and corporate risk management: Evidence from Shanghai crude oil futures launched in China;Energy Economics;2024-01

4. Impacts of trading restrictions on price volatilities and speculative activities: Evidence from CSI 300 futures;Economic Analysis and Policy;2023-09

5. Intraday price discovery and volatility transmission between the dual-listed stock index futures and spot markets – new evidence from India;International Journal of Emerging Markets;2023-08-08

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