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127
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China economic review : an international journal
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World development : the multi-disciplinary international journal devoted to the study and promotion of world development
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International review of financial analysis
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Journal of Asian economics
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Asia Pacific business review
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Social sciences in China : a quarterly journal
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Frontiers of economics in China : selected publications from Chinese universities
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Far Eastern affairs : a Russian journal on China, Japan and Asia-Pacific Region ; a quarterly publication of the Institute for Far Eastern Studies, Russian Academy of Sciences
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Asian survey : a bimonthly review of contemporary Asian affairs
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1
Volatility
behaviour of stock index futures in
China
: a bivariate GARCH approach
Hou, Yang
;
Li, Steven
- In:
Studies in economics and finance
32
(
2015
)
1
,
pp. 128-154
Persistent link: https://www.econbiz.de/10011380764
Saved in:
2
The cross-market dynamic effects of liquidity on
volatility
: evidence from Chinese stock index and futures markets
Qiao, Gaoxiu
;
Teng, Yuxin
;
Xu, Yanyan
;
Wang, Lu
- In:
Applied economics
52
(
2020
)
1
,
pp. 85-99
Persistent link: https://www.econbiz.de/10012197378
Saved in:
3
Volatility
and skewness spillover between stock index and stock index futures markets during a crash period : new evidence from
China
Hou, Yang
;
Li, Steven
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 166-188
Persistent link: https://www.econbiz.de/10012390715
Saved in:
4
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
Saved in:
5
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from
China
stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
6
Intraday
volatility
and volume in
China
's stock index and index futures markets
Nishimura, Yusaku
;
Sun, Bianxia
- In:
Asia-Pacific journal of financial studies
44
(
2015
)
6
,
pp. 932-955
Persistent link: https://www.econbiz.de/10011471124
Saved in:
7
A comparison between parametric and nonparametric
volatility
forecasting of stock index futures in
China
Jiang, Rui
;
Wen, Conghua
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
9
,
pp. 2522-2537
Persistent link: https://www.econbiz.de/10013354977
Saved in:
8
Impacts of introducing index futures on stock market volatilities : new evidences from
China
Gao, Yang
;
Sun, Bianxia
- In:
Review of Pacific Basin financial markets and policies
21
(
2018
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011976146
Saved in:
9
Relationships between Chinese stock market and its index futures market : evaluating the impact of QFII scheme
Huo, Rui
;
Ahmed, Abdullahi Dahir
- In:
Research in international business and finance
44
(
2018
),
pp. 135-152
Persistent link: https://www.econbiz.de/10011983026
Saved in:
10
Does intraday time-series momentum exist in Chinese stock index futures market?
Li, Yi
;
Shen, Dehua
;
Wang, Pengfei
;
Zhang, Wei
- In:
Finance research letters
35
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012438384
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