We thank Ying Fang, Jin-Chuan Duan, Yongmiao Hong, and Doojin Ryu for their valuable comments. Han acknowledges financial support from the Fujian Province National Science Foundation grant 2011J05009 and Central University Research Fund 2011221015. Standard disclaimer rules apply.
Does Index Futures Trading Reduce Volatility in the Chinese Stock Market? A Panel Data Evaluation Approach
Version of Record online: 30 JUL 2012
© 2012 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 33, Issue 12, pages 1167–1190, December 2013
How to Cite
Chen, H., Han, Q., Li, Y. and Wu, K. (2013), Does Index Futures Trading Reduce Volatility in the Chinese Stock Market? A Panel Data Evaluation Approach. J. Fut. Mark., 33: 1167–1190. doi: 10.1002/fut.21573
- Issue online: 6 OCT 2013
- Version of Record online: 30 JUL 2012
- Manuscript Accepted: 31 MAY 2012
- Manuscript Received: 10 OCT 2011
- National Science Foundation. Grant Number: 2011J05009
- Central University Research Fund. Grant Number: 2011221015
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