Articles with "equity index" as a keyword



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Equity index futures trading and stock price crash risk: Evidence from Chinese markets

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Published in 2018 at "Journal of Futures Markets"

DOI: 10.1002/fut.21933

Abstract: Equity index futures are often blamed for exacerbating equity price crash risk although there is little empirical evidence to support the accusation in the literature. We find that Chinese equity index futures trading significantly reduces… read more here.

Keywords: crash risk; equity; equity index; price crash ... See more keywords