Price discovery and spillover dynamics in the Chinese stock index futures market: a natural experiment on trading volume restriction-Reference-Cited by-同舟云学术

Price discovery and spillover dynamics in the Chinese stock index futures market: a natural experiment on trading volume restriction

Author:

He Feng¹²,Liu-Chen Baiao¹,Meng Xiangtong³,Xiong Xiong³⁴,Zhang Wei³⁴

Affiliation:

1. School of Finance, Tianjin University of Finance and Economics, Tianjin 300222, People’s Republic of China

2. Laboratory of Fintech and Innovation, Tianjin 300222, People’s Republic of China

3. College of Management and Economics, Tianjin University, Tianjin 300072, People’s Republic of China

4. China Centre for Social Computation and Analytics, Tianjin University, Tianjin 300072, People’s Republic of China

Funder

National Natural Science Foundation of China

NSFC

ESRC

international cooperation

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

Reference56 articles.

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