The Behavior and Impact of Heterogeneous Investors in China’s Stock Index Futures Market: An Agent-Based Model on Cross-Market Trades
Since the period of unusual volatility in China’s A-share market in 2015, there has been an ongoing discussion about the role of stock index futures in the A-share market. There is no unified consensus among academics and industry insiders on whether stock index futures affect spot market volatility...
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| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2022-01-01
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| Series: | Complexity |
| Online Access: | http://dx.doi.org/10.1155/2022/9439957 |
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