QQ客服 官方微博 反馈留言

	Index Futures Trading Restrictions and Spot Market Quality: Evidence from the Recent Chinese Stock Market Crash
	Han, Q.; Liang, J.
刊名	Journal of Futures Markets
	2017
卷号	Vol.37 No.4页码:411-428
ISSN号	0270-7314
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/6051483
专题	湖南大学
作者单位	1.a Qian Han is an at Wang Yanan Institute for Studies in Economics and School of Economics, MOE Key Lab of Econometrics and Fujian Key Lab of Statistics, Xiamen University, China 2.Jufang Liang is an at Department of Financial Engineering, College of Finance and Statistics, Hunan University, China
推荐引用方式 GB/T 7714	Han, Q.,Liang, J.. Index Futures Trading Restrictions and Spot Market Quality: Evidence from the Recent Chinese Stock Market Crash[J]. Journal of Futures Markets,2017,Vol.37 No.4:411-428.
APA	Han, Q.,&Liang, J..(2017).Index Futures Trading Restrictions and Spot Market Quality: Evidence from the Recent Chinese Stock Market Crash.Journal of Futures Markets,Vol.37 No.4,411-428.
MLA	Han, Q.,et al."Index Futures Trading Restrictions and Spot Market Quality: Evidence from the Recent Chinese Stock Market Crash".Journal of Futures Markets Vol.37 No.4(2017):411-428.

个性服务

查看访问统计

相关权益政策

暂无数据

收藏/分享

除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。