Are tightened trading rules always bad? Evidence from the Chinese index futures market

DOI10.1080/14697688.2018.1445586zbMath1486.91081OpenAlexW3122040089WikidataQ129947218 ScholiaQ129947218MaRDI QIDQ5026525

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Publication date: 8 February 2022

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2018.1445586

zbMATH Keywords

market efficiencymanipulationprice discoveryindex futurestightened trading rules

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Financial markets (91G15)

Related Items (1)

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

Cites Work

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• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Modeling and Forecasting Realized Volatility
• Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics

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