Speculative market efficiency and hedging effectiveness of emerging Chinese index futures market
Xiaoqian Wen, Yu Wei, and Dengshi Huang
| Year of publication: |
2011
|
|---|---|
| Authors: | Wen, Xiaoqian ; Wei, Yu ; Huang, Dengshi |
| Published in: |
Journal of transnational management : the official journal of the International Management Development Association. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 1547-5778, ZDB-ID 2207693-1. - Vol. 16.2011, 4, p. 252-269
|
| Subject: | Index-Futures | Index futures | Effizienzmarkthypothese | Efficient market hypothesis | Hedging | ARCH-Modell | ARCH model | China |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009500787