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This paper empirically evaluates the current 120-minute settlement window for China Securities Index 300 (CSI 300) Stock Index Futures. We assume that an exchange chooses the optimal settlement window to maximize its profit by increasing its revenue from trading volume and by curtailing its...
Persistent link: https://www.econbiz.de/10013086177
Persistent link: https://www.econbiz.de/10012239885
This paper empirically evaluates the current 120-minute settlement window for China Securities Index 300 (CSI 300) Stock Index Futures. We assume that an exchange chooses the optimal settlement window to maximize its profit by increasing its revenue from trading volume and by curtailing its...
Persistent link: https://www.econbiz.de/10014160655