Xu, Xinzhe; Yang, Chaojun; Chen, Daolun; Chen, Gongmeng - In: China Finance Review International 3 (2013) October, pp. 396-415
Purpose – With the launch of CSI 300 Index Futures trading on April 16, 2010, China's stock market presents a more diversified trend, such as arbitrage, trends strategy entering the market rapidly. Therefore, the liquidity demand also presents a higher frequency, and the change is more complex...