An empirical study on the effect of launching Chinese stock index futures on the volatility of the stock market
This study examines the effect of the introduction of CSI300 Index Futures on the volatility of the stock market. Taking into account of the existence of the long term trend of diminishing volatility of the Chinese stock market, the difference-in-difference method was used instead of the simple befo...
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| Format: | Others |
| Language: | English Chinese |
| Published: |
2014
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| Online Access: | http://repository.lib.cuhk.edu.hk/en/item/cuhk-1291516 |