The impact of decreased margin requirements on futures markets : evidence from CSI 300 index futures
Year of publication: |
2021
|
---|---|
Authors: | Huang, Wenli ; Luo, Jingyu ; Qian, Yanhong ; Zheng, Yuqi |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 57.2021, 7, p. 2052-2064
|
Subject: | Futures margin | index futures | price discovery | volatility spillover | Index-Futures | Index futures | Volatilität | Volatility | Derivat | Derivative | Spillover-Effekt | Spillover effect | Finanzmarktregulierung | Financial market regulation | Futures |
-
The price discovery processes in China, India, and Russia's stock index futures markets
Liu, Qingfeng Wilson, (2021)
-
Guo, Shuxin, (2021)
-
Cross hedging stock sector risk with index futures by considering the global equity systematic risk
Hsu, Wen Chung, (2018)
- More ...
-
The signaling effects of education in the online lending market : evidence from China
Huang, Wenli, (2020)
-
The role of marital status in the online lending market : evidence from the Renrendai platform
Huang, Wenli, (2022)
-
Entrepreneurial participation and performance: the role of financial literacy
Li, Rui, (2019)
- More ...