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  1. Do commodity futures have a steering effect on the spot stock market in China? New evidence from volatility forecasting. (2024). Liao, Yin ; Bouri, Elie ; Ma, Feng ; Lu, Fei.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001947.

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  2. Futures trading activity and the jump risk of spot market: Evidence from the bitcoin market. (2023). Liao, Xiaosai ; Ma, Huan ; Zhang, Chuanhai.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000161.

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  3. Do derivatives benefit shareholders? Evidence from India. (2023). Gupta, Aastha ; Chaudhry, Neeru.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003847.

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  4. Derivatives Market: A Survey. (2023). Alalmai, Somaiyah.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2023-06-12.

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  5. The Effect of Index Option Trading on Stock Market Volatility in China: An Empirical Investigation. (2022). Wu, Kai ; Liu, YI ; Feng, Weiyang.
    In: JRFM.
    RePEc:gam:jjrfmx:v:15:y:2022:i:4:p:150-:d:778684.

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  6. Price disparity between Chinese A- and H-shares: Dividends, currency values, and the interest rate differential. (2022). Wang, Zhiqin ; Tse, Yiuman ; Liu, Qingfu ; Jiao, Feng.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:53:y:2022:i:c:s104402832100017x.

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  7. Return predictability between industries and the stock market in China. (2022). Zhang, Gaiyan ; Tse, Yiuman.
    In: Pacific Economic Review.
    RePEc:bla:pacecr:v:27:y:2022:i:2:p:194-220.

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  8. Index Future Trading and Spot Market Volatility in Frontier Markets: Evidence from Ho Chi Minh Stock Exchange. (2021). van Vo, Dut ; Kim, Anh Thi ; Truong, Loc Dong.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:28:y:2021:i:3:d:10.1007_s10690-020-09325-1.

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  9. Effects of the COVID-19 pandemic on the US stock market and uncertainty: A comparative assessment between the first and second waves. (2021). Ben Cheikh, Nidhaleddine ; Yousfi, Mohamed ; Bouzgarrou, Houssem ; ben Lahouel, Bechir ; ben Zaied, Younes .
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:167:y:2021:i:c:s0040162521001426.

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  10. Index option trading and equity volatility: Evidence from the SSE 50 and CSI 500 stocks. (2021). Yang, MO ; Lung, Peter ; Sui, Cong.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:73:y:2021:i:c:p:60-75.

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  11. Jumps at ultra-high frequency: Evidence from the Chinese stock market. (2021). Liu, Qiang ; Zhang, Chuanhai.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x19305402.

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  12. Causal effect of regulated Bitcoin futures on volatility and volume. (2021). Mealli, Fabrizia ; Cipollini, Fabrizio ; Menchetti, Fiammetta.
    In: Papers.
    RePEc:arx:papers:2109.15052.

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  13. Volatility and skewness spillover between stock index and stock index futures markets during a crash period: New evidence from China. (2020). Li, Steven ; Hou, Yang.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:66:y:2020:i:c:p:166-188.

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  14. Economic policy uncertainty and the Chinese stock market volatility: Novel evidence. (2020). Zhang, Yaojie ; Ma, Feng ; Li, Tao.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:87:y:2020:i:c:p:24-33.

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  15. Does measurement error matter in volatility forecasting? Empirical evidence from the Chinese stock market. (2020). Huang, Zhuo ; Wang, Tianyi ; Liang, Fang.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:87:y:2020:i:c:p:148-157.

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  16. Price Discovery in the Chinese Stock Index Futures Market. (2019). Ma, Feng ; He, Feng ; Xiong, Xiong ; Hao, Jing.
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:55:y:2019:i:13:p:2982-2996.

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  17. Do car restriction policies effectively promote the development of public transport?. (2019). Chen, Hong ; Long, Ruyin ; Zhang, Linling.
    In: World Development.
    RePEc:eee:wdevel:v:119:y:2019:i:c:p:100-110.

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  18. Forecasting the U.S. stock volatility: An aligned jump index from G7 stock markets. (2019). Zhang, Yaojie ; Wahab, M. I. M., ; Ma, Feng.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:54:y:2019:i:c:p:132-146.

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  19. Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach. (2019). Wen, Fenghua ; Li, Steven ; Hou, Yang.
    In: Energy Economics.
    RePEc:eee:eneeco:v:83:y:2019:i:c:p:119-143.

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  20. Equity index futures trading and stock price crash risk: Evidence from Chinese markets. (2018). Zhong, Rui ; Liu, Jinyu.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:38:y:2018:i:11:p:1313-1333.

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  21. Policy impact on volatility dynamics in commodity futures markets: Evidence from China. (2018). Scheffel, Eric ; Zhang, Yongmin ; Ding, Shusheng.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:38:y:2018:i:10:p:1227-1245.

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  22. Relationships between Chinese stock market and its index futures market: Evaluating the impact of QFII scheme. (2018). Ahmed, Abdullahi ; Huo, Rui.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:44:y:2018:i:c:p:135-152.

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  23. ArCo: An artificial counterfactual approach for high-dimensional panel time-series data. (2018). Carvalho, Carlos ; Medeiros, Marcelo C ; Masini, Ricardo .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:207:y:2018:i:2:p:352-380.

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  24. Index Futures Trading Restrictions and Spot Market Quality: Evidence from the Recent Chinese Stock Market Crash. (2017). Han, Qian ; Liang, Jufang.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:37:y:2017:i:4:p:411-428.

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  25. The dynamics of price discovery for cross-listed stocks evidence from US and Chinese markets. (2017). Duppati, Geeta ; Hadsell, Lester ; Scrimgeour, Frank ; Hou, Yang.
    In: Cogent Economics & Finance.
    RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1389675.

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  26. Price Discovery in the Stock Index Futures Market: Evidence from the Chinese stock market crash. (2017). Nartea, Gilbert ; Hou, Yang.
    In: MPRA Paper.
    RePEc:pra:mprapa:81995.

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  27. Role of index futures on Chinas stock markets: Evidence from price discovery and volatility spillover. (2017). Yang, Dongxiao ; Miao, Hong ; Ramchander, Sanjay ; Wang, Tianyang.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:44:y:2017:i:c:p:13-26.

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  28. Derivative markets in emerging economies: A survey. (2016). Atilgan, Yigit ; Simsek, Koray D ; Demirtas, Ozgur K.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:42:y:2016:i:c:p:88-102.

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  29. Extended trading in Chinese index markets: Informed or uninformed?. (2016). Hua, Renhai ; Tse, Yiuman ; Liu, Qingfu.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:36:y:2016:i:c:p:112-122.

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  30. Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach. (2016). Hou, Yang ; Li, Steven.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:52:y:2016:i:pb:p:884-897.

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  31. The impact of the CSI 300 stock index futures: Positive feedback trading and autocorrelation of stock returns. (2014). Hou, Yang ; Li, Steven.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:33:y:2014:i:c:p:319-337.

    Full description at Econpapers || Download paper

References

References cited by this document

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    RePEc:eee:intfin:v:20:y:2010:i:1:p:36-50.

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  44. Positive feedback trading in stock index futures: International evidence. (2010). Salm, Christian A. ; Schuppli, Michael .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:19:y:2010:i:5:p:313-322.

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  45. Statistical properties, dynamic conditional correlation and scaling analysis: Evidence from Dow Jones and Nasdaq high-frequency data. (2009). Yu, Hai-Chin ; Chiang, Thomas C. ; Wu, Ming-Chya .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:388:y:2009:i:8:p:1555-1570.

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  46. Financial liberalization and changes in the dynamic behaviour of emerging market volatility: Evidence from four Latin American equity markets. (2008). Diamandis, Panayiotis F..
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:22:y:2008:i:3:p:362-377.

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  47. The speed of adjustment to information: Evidence from the Chinese stock market. (2008). Chiang, Thomas ; Nelling, Edward ; Tan, Lin.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:17:y:2008:i:2:p:216-229.

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  48. Volatility switching and regime interdependence between information technology stocks 1995-2005. (2008). Wong, Wing-Keung ; Smyth, Russell ; Qiao, Zhuo.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:19:y:2008:i:2:p:139-156.

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  49. Asymmetric Return and Volatility Responses to Composite News from Stock Markets. (2007). Chen, Cathy W. S. ; Chiang, Thomas C. ; Mike K. P. So, ; Mike K. P. So, ; Cathy W. S. Chen, ; Cathy W. S. Chen, .
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:11:y:2007:i:3-4:p:179-210.

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  50. Dynamic correlation analysis of financial contagion: Evidence from Asian markets. (2007). Jeon, Bang ; Chiang, Thomas ; Li, Huimin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:26:y:2007:i:7:p:1206-1228.

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