Does Index Futures Trading Reduce Volatility in the Chinese Stock Market? A Panel Data Evaluation Approach-Reference-Cited by-同舟云学术

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

Published:2012-07 Issue: Volume: Page:n/a-n/a
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J. Fut. Mark.

Author:

Chen Haiqiang¹,Han Qian¹,Li Yingxing¹,Wu Kai¹

Affiliation:

1. Haiqiang Chen, Qian Han, Yingxing Li, and Kai Wu are at The Wang Yanan Institute for Studies in Economics, MOE Key Lab of Econometrics and Fujian Key Lab of Statistics, Xiamen University, Fujian, China

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/fut.21573/fullpdf

Reference34 articles.

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3. Index futures and positive feedback trading: Evidence from major stock exchanges;Antoniou;Journal of Empirical Finance,2005

4. Spanning the state space with options;Arditti;Journal of Financial and Quantitative Analysis,1980

5. Stock price volatility: Some evidence from an ARCH model;Baldauf;Journal of Futures Markets,1991

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