Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Renhai Hua"'
Publikováno v:
Journal of Futures Markets. 42:2022-2040
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c5f7f379cd47c9f8dfc367229fdb0858
https://doi.org/10.1002/fut.22333
https://doi.org/10.1002/fut.22333
Publikováno v:
Journal of Asian Economics. :101632
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cb0c09523b5e29ce967ebbb983bdb3ed
https://doi.org/10.1016/j.asieco.2023.101632
https://doi.org/10.1016/j.asieco.2023.101632
Publikováno v:
Pacific-Basin Finance Journal. 78:101952
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::85f3e371ecaeb73e2ee4386af848035e
https://doi.org/10.1016/j.pacfin.2023.101952
https://doi.org/10.1016/j.pacfin.2023.101952
Publikováno v:
Emerging Markets Finance and Trade. 56:576-592
The process of opening the Chinese stock market has sped up in the last two decades. This paper investigates the effects of the uncertainty in the US measured by news-implied volatility on the Chin...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3e15241e9a424b53f4a7251e69808a78
https://doi.org/10.1080/1540496x.2018.1519413
https://doi.org/10.1080/1540496x.2018.1519413
Publikováno v:
Pacific-Basin Finance Journal. 38:135-148
This paper investigates the way in which intraday bid-ask spreads are related to trading volume, volatility, skewness, as well as kurtosis for commodity futures on copper, aluminum, gold, and rubber in China. We show that bid-ask spreads are generall
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dafb6a2d9069b600a60cf60b1b76adde
https://doi.org/10.1016/j.pacfin.2016.04.002
https://doi.org/10.1016/j.pacfin.2016.04.002
Publikováno v:
Frontiers of Business Research in China. 5:512-536
Investor trading behaviors are always an important issue in behavioral finance and market supervision. This study examines the relationship between investor behavior and future market volatility. We first introduce a two-period OLG model into the fut
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0e777edfe9de048ff1ac504e956f4657
https://doi.org/10.1007/s11782-011-0143-2
https://doi.org/10.1007/s11782-011-0143-2
Publikováno v:
China Finance Review International. 1:388-407
PurposeThe purpose of this paper is to examine whether the futures volatility could affect the investor behavior and what trading strategy different investors could adopt when they meet different information conditions.Design/methodology/approachThis
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fc1846e374ceca69d88f0c3e869ca672
https://doi.org/10.1108/20441391111167496
https://doi.org/10.1108/20441391111167496
Autor:
Baizhu Chen, Renhai Hua
Publikováno v:
Applied Financial Economics. 17:1275-1287
The Chinese futures markets are among the fastest growing futures markets in the world. In terms of trading volume, the Chinese soybean futures market is the world's second largest, while China's copper and aluminum futures markets are the third larg
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2720e2e3cf82e37dffec023e684857b2
https://doi.org/10.1080/09603100600735302
https://doi.org/10.1080/09603100600735302