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The effects of margin changes on commodity futures markets

Daskalaki, Charoula; Skiadopoulos, George - In: Journal of financial stability 22 (2016), pp. 129-152

Persistent link: https://www.econbiz.de/10011703794

Illiquidity transmission from spot to futures markets

Korn, Olaf; Krischak, Paolo; Theissen, Erik - 2017 - [vers. 08/2017]

We develop a model of illiquidity transmission from spot to futures markets that formalizes the derivative hedge theory of Cho and Engle (1999). The model shows that spot market illiquidity does not translate one to one to the futures market but, rather, interacts with price risk, liquidity...

Persistent link: https://www.econbiz.de/10011713434

Debt, risk and liquidity in futures markets

Goss, B. A. (contributor) - 2008

Persistent link: https://www.econbiz.de/10014499955

Can investors profit by following analysts' recommendations? : an investigation of Chinese analysts' trading recommendations on industry

Cai, Rongchang; Cen, Zilan - In: Economics, management and financial markets 10 (2015) 3, pp. 11-53

Persistent link: https://www.econbiz.de/10011555070

Do institutional investors use earnings forecasts from financial analysts? : evidence from China’s stock market

Ding, Fangfei; Chen, Min; Wu, Zhongxin - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 134-147

Persistent link: https://www.econbiz.de/10010403277

The information content of analyst recommendation revisions : evidence from the Chinese stock market

Jiang, George J.; Lu, Liangliang; Zhu, Dongming - In: Pacific-Basin finance journal 29 (2014), pp. 1-17

Persistent link: https://www.econbiz.de/10010494007

Technical and fundamental trading in the Chinese stock market : evidence based on time-series and panel data

Moosa, Imad A.; Li, Larry - In: Emerging markets finance & trade : a journal of the … 47 (2011), pp. 23-31

Persistent link: https://www.econbiz.de/10009299040

Do Analysts Cater to Investor Beliefs? Evidence from Market Liberalization in China

Matsumoto, Dawn A.; Zhang, Jenny Li; Zheng, Yuxiang - 2021

) programs in China as a shock to investor beliefs. We find that analysts become less optimistic in their recommendations …

Persistent link: https://www.econbiz.de/10013222134

Do Investors and Analysts Value Strategic Corporate Social Responsibility Disclosures? Evidence from China

Lu, Yingjun; Abeysekera, Indra - 2021

investors and analysts in the context of China. Using a sample of Chinese listed firms from One Belt One Road (OBOR) theme …

Persistent link: https://www.econbiz.de/10013225218

Can investors profit by utilizing technical trading strategies? : evidence from the Korean and Chinese stock markets

Ni, Yensen; Day, Min-Yuh; Cheng, Yirung; Huang, Paoyu - In: Financial innovation : FIN 8 (2022), pp. 1-21

The idea of this study is derived from observing the profitability of stock investments following the phenomena of continuously rising (or falling) prices of stocks and continuously overbought (or oversold) signals emitted by technical indicators. We employ the standard event study approach and...

Persistent link: https://www.econbiz.de/10013272636