Only in the past four years did China set up the stock index futures market displaying the non-stable and nonlinear signal features.The traditional estimation methods cannot make accurate estimation of long-relevant sequence.Combining EMD with RBF,we have created a new method of estimation to predi...
Price discovery in Indian stock index futures market: new evidence based on intraday data Using neural network approach, this study revisits the price discovery relationship between spot and futures prices of S&P CNX Nifty Index of India. This s... SK Inani - 《International Journal of Indian ...
Huo, Rui, and Abdullahi Dahir Ahm. 2018. Relationships between Chinese stock market and its index futures market: Evaluating the impact of QFII scheme. Research in International Business and Finance 44: 135-52. [CrossRef]R. Huo and A.D. Ahmed, "Relationships between Chinese stock market and...
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Besides,the spot market volatility spillover effect is stronger than the futures market, which shows that the stock index futures market in China already has the basic price discovery function,the introduction of stock index futures didn't cause the increase of stock markets volatility,but played ...
We investigate China’s three stock index futures, and their underlying index in Chinese financial markets, to test their long- and short-run price discovery ability. Additionally, we analyze the regulation change of September 7, 2015, which greatly affected the futures market by imposing ...
(2011). Influence of Stock Index Futures on Stock Market Price: Theoretical Analysis and Experiences of the Chinese and Overseas Markets, International Journal of Economics and Finance, 3, 113-118.influence of Stock Index Futures on Stock Market Price:Theoretical Analysis and Experiences of the ...
FILE - People pass the New York Stock Exchange on May 28, 2024, in New York. Shares have opened higher in Europe on Thursday, May 30, 2024, after a retreat in Asia. U.S. futures sank and oil prices fell back.(AP Photo/Peter Morgan, File) ...
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