Are tightened trading rules always bad? Evidence from the Chinese index futures market
Author:
Affiliation:
1. School of Economics and Finance, Victoria University of Wellington , Wellington, New Zealand.
2. Department of Finance, School of Economics, Xiamen University , Xiamen, China.
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/14697688.2018.1445586
Reference45 articles.
1. Modeling and Forecasting Realized Volatility
2. An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
3. Common Stochastic Trends in a System of Exchange Rates
4. Investor Sentiment and the Cross-Section of Stock Returns
5. Price Discovery and Trading After Hours
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