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This book is written in Chinese language. Options and futures are among the most important tools in today’s financial world. While the book focuses on the contracts traded on derivatives exchange – options and futures – we will also scrutinize the OTC-markets and exotic deals. Due to its...
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the abnormal returns and volatility changes of those component stocks. The empirical results show that, after the removal … volatility. To reduce the possible impact on volatility, the authorities may take the activity of margin transactions into …
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