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Does China's iron ore futures market have price discovery function? : analysis based on VECM and State-space perspective

Ge, Yongbo; Cao, Tingting; Jiang, Ruchuan; Liu, Peide; … - In: Journal of business economics and management 20 (2019) 6, pp. 1083-1101

As the world's largest importer, trading of iron ore occupies a pivotal position in China's international trade. In order to seek the decision power of deciding the price for iron ore, China's Dalian Commodity Exchange (DCE) listed iron ore futures in October 2013,which has become the world's...

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Returns to trading portfolios of FTSE 100 index options

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The model-free measures and the volatility spread

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IPOs, operating activities, and IPO underperformance

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Consumption and stock markets in Asian economies

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Industry cash flow volatility and stock price crash risk

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Size and value effects in high-tech industries : the role of R&D investment

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Predicting firm stock returns with customer stock returns : moderating effects of customer characteristics

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Investor target prices

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Do cross-border mergers and acquisitions increase short-term market performance? : the case of Chinese firms

Tao, Fang; Liu, Xiaohui; Gao, Lan; Xia, Enjun - In: International business review : the official journal of … 26 (2017) 1, pp. 189-202

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