The Informational Role of Stock and Warrant Trades: Empirical Evidence from China
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- Chung, Huimin & Gao, Cheng & Lu, Jie & Mizrach, Bruce, 2013.
"An empirical analysis of the Shanghai and Shenzhen limit order books,"
Economic Modelling, Elsevier, vol. 34(C), pages 37-41.
- Huimin Chung & Jie Lu & Bruce Mizrach, 2009. "An Empirical Analysis of the Shanghai and Shenzen Limit Order Books," CQE Working Papers 0109, Center for Quantitative Economics (CQE), University of Muenster.
- Huimin Chung & Cheng Gao & Jie Lu & Bruce Mizrach, 2013. "An Empirical Analysis of the Shanghai and Shenzhen Limit Order Books," Departmental Working Papers 201319, Rutgers University, Department of Economics.
- Yue, Tian & Zhang, Jin E. & Tan, Eric K.M., 2020. "The Chinese equity index options market," Emerging Markets Review, Elsevier, vol. 45(C).
- Jayasuriya, Shamila A., 2011. "Stock market correlations between China and its emerging market neighbors," Emerging Markets Review, Elsevier, vol. 12(4), pages 418-431.
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KeywordsChinese market; informed trading; warrant volume;
All these keywords.
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