are important issues. This study aims to address such a prediction problem based on the CSI300 nearby futures by using … high-frequency data recorded each minute from the launch date of the futures to roughly two years after constituent stocks … of the futures all becoming shortable, a time period witnessing significantly increased trading activities. Design …

prices. We empirically assess efficiency gains in volatility estimation when using range-based estimators as opposed to …

This paper studies return predictability in federal funds futures. I show that over the period 1990 to 2018, predictor … investors. These results suggest that federal funds futures do not need adjustment for time-varying risk premia …

biofuels and other economic and financial factors on daily returns of a group of commodity futures prices using Generalized … complex of drivers are relevant in explaining commodity futures returns; more precisely, the Standard and Poorś (S&P) 500 …