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浏览/检索结果: 共6条，第1-6条 帮助 限定条件 发表日期：2018     已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 Institutional high frequency trading and price discovery: Evidence from an emerging commodity futures market 期刊论文 JOURNAL OF FUTURES MARKETS, 2018, 卷号: 38, 页码: 243-270 作者:  Zhao, Yue;  Wan, Difang 收藏  |  浏览/下载：4/0  |  提交时间：2019/11/19 investor structure  price impacts  trading intensity   Research on the Development of Commodity Futures Index Funds 会议论文 PROCEEDINGS OF THE 10TH (2018) INTERNATIONAL CONFERENCE ON FINANCIAL RISK AND CORPORATE FINANCE MANAGEMENT (FRCFM), 2018-01-01 作者:  Chen Lijun;  Li Yanxi;  Zeng Weiqiang 收藏  |  浏览/下载：11/0  |  提交时间：2019/12/02 Commodity Futures  Index Funds  Development   Momentum and reversal strategies in Chinese commodity futures markets 期刊论文 INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2018, 卷号: 60, 页码: 177-196 作者:  Yang, Yurun;  Goncu, Ahmet;  Pantelous, Athanasios A. 收藏  |  浏览/下载：11/0  |  提交时间：2019/11/26 Inter-day and intra-day frequencies  Single-sort and double-sort strategies  Momentum  Chinese commodity futures market  Reversal   Quantitative strategy for the Chinese commodity futures market based on a dynamic weighted money flow model 期刊论文 2018, 卷号: 512, 页码: 1009 作者:  Ye, Cheng[1];  Qiu, Yanjun[2];  Lu, Guohao[2];  Hou, Yawen[2] 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/13 Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and non-energy sectors 期刊论文 JOURNAL OF FUTURES MARKETS, 2018, 卷号: 38, 页码: 1246-1261 作者:  Liu, Yang;  Han, Liyan;  Yin, Libo 收藏  |  浏览/下载：5/0  |  提交时间：2019/12/30 energy/non-energy futures  financial intermediation  long-term  news implied volatility  stock markets   Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and non-energy sectors 会议论文 JOURNAL OF FUTURES MARKETS, 2018-10-01 作者:  Liu, Yang;  Han, Liyan;  Yin, Libo 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/30 energy/non-energy futures  financial intermediation  long-term  news implied volatility  stock markets