Asymmetric effect of market liquidity demand shocks on price shocks: Empirical studies based on the CSI 300 Index and the Futures

Author: Xu Xinzhe   Yang Chaojun   Chen Daolun   Chen Gongmeng  

Publisher: Emerald Group Publishing Ltd

ISSN: 2044-1398

Source: China Finance Review International, Vol.3, Iss.4, 2013-10, pp. : 396-415

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract