The People’s Republic of China stock market, also known as the Chinese stock market, dates back to the early 1990s. As an emerging and rapidly growing stock market, the Chinese stock market has made remarkable achievements in a short span of several decades. The establishment of the Shanghai...
The empirical results show that in our country there is a two-way volatility spillover effects between the stock index futures market and the spot market,and the mean spillover effect of one-way transmission from the futures market to the spot market. Besides,the spot market volatility spill...
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...
Using high-frequency data, this study investigates price discovery in the newly established stock index (CSI300) futures market in China. Our empirical results reveal new evidence that the CSI300 index futures market play a dominant role in the price discovery process about one year after its inc...
Wrapping up with a quick look at the stock market Chinese stocks rose on Wednesday with the benchmark Shanghai Composite up 0.85 percent, and the Shenzhen Component gained 1.4 percent. Hong Kong’s Hang Seng index also closed 2.6 percent higher, and the TECH index rallied 2.7 percent.E...
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 ...
Wrapping up with a quick look at the stock market Chinese stocks rose on Wednesday with the benchmark Shanghai Composite up 0.85 percent, and the Shenzhen Component gained 1.4 percent. Hong Kong’s Hang Seng index also closed 2.6 percent higher, and the TECH index rallied 2.7 percent. ...
Wrapping up with a quick look at the stock market Chinese stocks rose on Wednesday with the benchmark Shanghai Composite up 0.85 percent, and the Shenzhen Component gained 1.4 percent. Hong Kong’s Hang Seng index also closed 2.6 percent higher, and the TECH index rallied 2.7 percent. ...
Wrapping up with a quick look at the stock market Chinese stocks rose on Wednesday with the benchmark Shanghai Composite up 0.85 percent, and the Shenzhen Component gained 1.4 percent. Hong Kong’s Hang Seng index also closed 2.6 percent higher, and the TECH index rallied 2.7 percent. ...
Seedarchangel/TuChart Tuchart is a visualization interface for the Chinese stock market. Tuchartsupports candlestick charts, price charts, tick data, high-frequency data and distribution of top shareholders for individual stocks. Tuchart一个基于pyqt和echarts的股票视觉化应用。Tuchart支持日/月线,...