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Predicting stock market crises using stock index derivatives : evidence from China

Ma, Xiaohan; Lin, Hui - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 3, pp. 576-597

Persistent link: https://www.econbiz.de/10014513872

The rolling causal structure between the Chinese stock index and futures

Xu, Xiaojie - In: Financial markets and portfolio management 31 (2017) 4, pp. 491-509

Persistent link: https://www.econbiz.de/10011944629

The price discovery processes in China, India, and Russia's stock index futures markets

Liu, Qingfeng Wilson; Sono, Hui; Zhang, Wei - In: Review of Pacific Basin financial markets and policies 24 (2021) 3, pp. 2150020-1-2150020-28

Persistent link: https://www.econbiz.de/10012657782

Distilling private information from plain-vanilla options to predict future underlying stock price volatility : evidence from the H-shares of Chinese banks

Koutmos, Dimitrios - In: Research in international business and finance 37 (2016), pp. 391-405

Persistent link: https://www.econbiz.de/10011595294

Are there spillover effects from Hong Kong and the United States to Chinese stock markets?

Diekmann, Katharina - 2011

Persistent link: https://www.econbiz.de/10009424882

Intraday return and volatility spillover mechanism from Chinese to Japanese stock market

Nishimura, Yusaku; Tsutsui, Yoshirō; Hirayama, Kenjiro - In: Journal of the Japanese and international economies : … 35 (2015), pp. 23-42

Persistent link: https://www.econbiz.de/10011380505

Are there spillover effects from Hong Kong and the United States to Chinese stock markets

Diekmann, Katharina - 2011

Stock market integration of mainland China is analyzed before and after the liberalization of Chinese stock exchange segments. We apply a causalityin-variance procedure, using four mainland China stock market indices, two indices of the stock exchange in Hong Kong and the Dow Jones Industrial...

Persistent link: https://www.econbiz.de/10009660281

The effect of abnormal turnover on asymmetric autoregressive behavior of index returns : evidence from the Chinese a-share stock markets

Hsiao, Jung-lieh; Tu, Teng-tsai - In: Asia-Pacific journal of financial studies 41 (2012) 5, pp. 563-589

Persistent link: https://www.econbiz.de/10009665558

Testing for over-reaction and under-reaction in Chinese Shanghai composite index constituent stocks and Australian resource stocks

Abraham, Santosh Mon - In: International journal of economics and finance 5 (2013) 10, pp. 51-57

Persistent link: https://www.econbiz.de/10010199589

Bitcoins as a determinant of stock market movements : a comparison of Indian and Chinese Stock markets

Bhullar, Pritpal Singh; Bhatnagar, Dyal - In: Theoretical and applied economics : GAER review 27 (2020) 3/624, pp. 193-202

Persistent link: https://www.econbiz.de/10012671914

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