Impacts of Introducing Index Futures on Stock Market Volatilities: New Evidences from China
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DOI: 10.1142/S0219091518500248
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- Yu-Lun Chen, 2020. "News announcements and price discovery in the RMB–USD market," Review of Quantitative Finance and Accounting, Springer, vol. 54(4), pages 1487-1508, May.
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Keywords
Chinese stock market crash in 2015; panel data evaluation approach; stock index futures; stock market volatility;All these keywords.
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