Are tightened trading rules always bad? Evidence from the Chinese index futures market (Englisch)
- Neue Suche nach: Lin, Hai
- Neue Suche nach: Wang, You
- Neue Suche nach: Lin, Hai
- Neue Suche nach: Wang, You
In:
Quantitative finance
;
18
, 9
;
1453-1470
;
2018
-
ISSN:
- Aufsatz (Zeitschrift) / Print
-
Titel:Are tightened trading rules always bad? Evidence from the Chinese index futures market
-
Beteiligte:
-
Erschienen in:Quantitative finance ; 18, 9 ; 1453-1470
-
Verlag:
- Neue Suche nach: Taylor & Francis
-
Erscheinungsdatum:01.01.2018
-
Format / Umfang:18 pages
-
ISSN:
-
Medientyp:Aufsatz (Zeitschrift)
-
Format:Print
-
Sprache:Englisch
- Neue Suche nach: 332.015118
- Weitere Informationen zu Dewey Decimal Classification
-
Klassifikation:
DDC: 332.015118 -
Datenquelle:
© Metadata Copyright the British Library Board and other contributors. All rights reserved.
Inhaltsverzeichnis – Band 18, Ausgabe 9
Zeige alle Jahrgänge und Ausgaben
Die Inhaltsverzeichnisse werden automatisch erzeugt und basieren auf den im Index des TIB-Portals verfügbaren Einzelnachweisen der enthaltenen Beiträge. Die Anzeige der Inhaltsverzeichnisse kann daher unvollständig oder lückenhaft sein.
- 1437
-
Can outstanding dividend payments be estimated by American options?Desmettre, Sascha / Grün, Sarah / Korn, Ralf et al. | 2018
- 1447
-
Enlargement of Filtration with Finance in ViewSchmidt, Thorsten et al. | 2018
- 1449
-
Calendar| 2018
- 1451
-
Special Issue of Quantitative Finance on ‘Chinese Derivatives Markets’Tang, Ke et al. | 2018
- 1453
-
Are tightened trading rules always bad? Evidence from the Chinese index futures marketLin, Hai / Wang, You et al. | 2018
- 1471
-
Return and volatility co-movement in commodity futures markets: the effects of liquidity riskZhang, Yongmin / Ding, Shusheng et al. | 2018
- 1487
-
Including commodity futures in asset allocation in ChinaLiu, Qingfu / Tse, Yiuman / Zhang, Linlin et al. | 2018
- 1501
-
Option pricing based on hybrid GARCH-type models with improved ensemble empirical mode decompositionHua, Qiuling / Jiang, Tingfeng / Cheng, Zhang et al. | 2018
- 1517
-
Option prices and stock market momentum: evidence from ChinaLi, Jianping / Yao, Yanzhen / Chen, Yibing / Lee, Cheng-Few et al. | 2018
- 1531
-
The role of derivatives in hedge fund activismGuo, Jie (Michael) / Gang, Jianhua / Hu, Nan / Utham, Vinay et al. | 2018
- 1543
-
Chinese write-down bonds and bank capital structureLi, Ping / Meng, Hui / Yu, Feihui et al. | 2018
- 1559
-
Volatility dynamics under an endogenous Markov-switching framework: a cross-market approachSong, Wonho / Ryu, Doojin / Webb, Robert I. et al. | 2018
- 1575
-
Modelling the shape of the limit order bookPlatania, Federico / Serrano, Pedro / Tapia, Mikel et al. | 2018
- 1599
-
Detailed study of a moving average trading ruleFerreira, Fernando F. / Silva, A. Christian / Yen, Ju-Yi et al. | 2018