Matches in SemOpenAlex for { <https://semopenalex.org/work/W1989352623> ?p ?o ?g. }
Showing items 1 to 84 of
84
with 100 items per page.
- W1989352623 endingPage "117" @default.
- W1989352623 startingPage "113" @default.
- W1989352623 abstract "April 16, 2010, China’s first four Index Future contracts have been listed for trading in the stock exchange. Stock index futures are the world's fastest growing financial derivative products currently, and the research of them is of significance to the development of China's financial market. Therefore, it is particularly important to concern the market operation status of stock index future after its official listed. As we all know that there are linkage effects of the futures and spot, stock index futures market will have some impact on the spot market. Based on the above point, this study identified the Shanghai and Shenzhen 300 stock index futures market as the research object, focusing on what volatility affects the stock index futures have made on the spot market over the past 3 years. Through empirical findings, we can evaluate the operation conditions of stock index futures market objectively. This paper applies GARCH model mainly, and introduce dummy variables, collecting daily trading data between 16 April 2007 and 16 April 2013 on the spot market, and studies the impact of volatility on the spot market in-depth by empirical test. The results showed that over the past 3 years, introduction of stock index futures has reduced the volatility of the spot market which has brought a positive impact." @default.
- W1989352623 created "2016-06-24" @default.
- W1989352623 creator A5023263541 @default.
- W1989352623 creator A5026132750 @default.
- W1989352623 date "2013-01-01" @default.
- W1989352623 modified "2023-10-01" @default.
- W1989352623 title "The Empirical Study about Introduction of Stock Index Futures on the Volatility of Spot Market" @default.
- W1989352623 cites W2118777200 @default.
- W1989352623 doi "https://doi.org/10.4236/ib.2013.53b024" @default.
- W1989352623 hasPublicationYear "2013" @default.
- W1989352623 type Work @default.
- W1989352623 sameAs 1989352623 @default.
- W1989352623 citedByCount "3" @default.
- W1989352623 countsByYear W19893526232020 @default.
- W1989352623 countsByYear W19893526232022 @default.
- W1989352623 crossrefType "journal-article" @default.
- W1989352623 hasAuthorship W1989352623A5023263541 @default.
- W1989352623 hasAuthorship W1989352623A5026132750 @default.
- W1989352623 hasBestOaLocation W19893526231 @default.
- W1989352623 hasConcept C10138342 @default.
- W1989352623 hasConcept C106159729 @default.
- W1989352623 hasConcept C106306483 @default.
- W1989352623 hasConcept C119599485 @default.
- W1989352623 hasConcept C127413603 @default.
- W1989352623 hasConcept C128694398 @default.
- W1989352623 hasConcept C144133560 @default.
- W1989352623 hasConcept C162324750 @default.
- W1989352623 hasConcept C166957645 @default.
- W1989352623 hasConcept C200870193 @default.
- W1989352623 hasConcept C202655437 @default.
- W1989352623 hasConcept C205649164 @default.
- W1989352623 hasConcept C206658404 @default.
- W1989352623 hasConcept C21099588 @default.
- W1989352623 hasConcept C23922673 @default.
- W1989352623 hasConcept C2776789725 @default.
- W1989352623 hasConcept C2779343474 @default.
- W1989352623 hasConcept C2780299701 @default.
- W1989352623 hasConcept C2780821815 @default.
- W1989352623 hasConcept C52837651 @default.
- W1989352623 hasConcept C88389905 @default.
- W1989352623 hasConcept C91602232 @default.
- W1989352623 hasConceptScore W1989352623C10138342 @default.
- W1989352623 hasConceptScore W1989352623C106159729 @default.
- W1989352623 hasConceptScore W1989352623C106306483 @default.
- W1989352623 hasConceptScore W1989352623C119599485 @default.
- W1989352623 hasConceptScore W1989352623C127413603 @default.
- W1989352623 hasConceptScore W1989352623C128694398 @default.
- W1989352623 hasConceptScore W1989352623C144133560 @default.
- W1989352623 hasConceptScore W1989352623C162324750 @default.
- W1989352623 hasConceptScore W1989352623C166957645 @default.
- W1989352623 hasConceptScore W1989352623C200870193 @default.
- W1989352623 hasConceptScore W1989352623C202655437 @default.
- W1989352623 hasConceptScore W1989352623C205649164 @default.
- W1989352623 hasConceptScore W1989352623C206658404 @default.
- W1989352623 hasConceptScore W1989352623C21099588 @default.
- W1989352623 hasConceptScore W1989352623C23922673 @default.
- W1989352623 hasConceptScore W1989352623C2776789725 @default.
- W1989352623 hasConceptScore W1989352623C2779343474 @default.
- W1989352623 hasConceptScore W1989352623C2780299701 @default.
- W1989352623 hasConceptScore W1989352623C2780821815 @default.
- W1989352623 hasConceptScore W1989352623C52837651 @default.
- W1989352623 hasConceptScore W1989352623C88389905 @default.
- W1989352623 hasConceptScore W1989352623C91602232 @default.
- W1989352623 hasIssue "03" @default.
- W1989352623 hasLocation W19893526231 @default.
- W1989352623 hasOpenAccess W1989352623 @default.
- W1989352623 hasPrimaryLocation W19893526231 @default.
- W1989352623 hasRelatedWork W1989352623 @default.
- W1989352623 hasRelatedWork W2100193126 @default.
- W1989352623 hasRelatedWork W2364920002 @default.
- W1989352623 hasRelatedWork W2376552694 @default.
- W1989352623 hasRelatedWork W2388277421 @default.
- W1989352623 hasRelatedWork W2785853116 @default.
- W1989352623 hasRelatedWork W3000136634 @default.
- W1989352623 hasRelatedWork W3199359185 @default.
- W1989352623 hasRelatedWork W645856784 @default.
- W1989352623 hasRelatedWork W89750955 @default.
- W1989352623 hasVolume "05" @default.
- W1989352623 isParatext "false" @default.
- W1989352623 isRetracted "false" @default.
- W1989352623 magId "1989352623" @default.
- W1989352623 workType "article" @default.