Analysis on the Effect of New Futures Contract Coming into Market: Taking the Related Metal Futures in SHFE for Example-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Analysis on the Effect of New Futures Contract Coming into Market: Taking the Related Metal Futures in SHFE for Example

Published:2014 Issue: Volume:31 Page:175-183
ISSN:1877-0509
Container-title:Procedia Computer Science
language:en
Short-container-title:Procedia Computer Science

Author:

Bin Wang,Wen Long

Publisher

Elsevier BV

Subject

General Engineering

Reference15 articles.

1. A subordinated stochastic process model with finite variance for speculative price;Clark;Econometrica,1973

2. The price variability-volume relationship on speclative markets;Tauchen;Econometrica,1983

3. A GARCH examination of the relationship between volume and price variability in futures markets;Najand;Journal of Futures Markets,1991

4. Return-volume dynamics in futures markets;Kocagil;Journal of Futures Markets,1998

5. Price volatility, trading volume, and market depth: Evidence from futures market;Bessembinder;Journal of Financial and Quantitative Analysis,1993

Cited by 2 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. Impact of night trading sessions on volatility of USD futures market in Thailand;JOURNAL OF INTERNATIONAL STUDIES;2024-03

2. The effect of new futures contracts on gold futures price volatility: Evidence from the Thailand futures exchange;Cogent Economics & Finance;2020-01-01

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP