Does Index Futures Trading Reduce Volatility in the Chinese Stock Market? A Panel Data Evaluation Approach

C-Tier

Journal: Journal of Futures Markets

Year: 2013

Volume: 33

Issue: 12

Pages: 1167-1190

Authors (4)

Haiqiang Chen (Xiamen University) Qian Han (not in RePEc) Yingxing Li (not in RePEc) Kai Wu (not in RePEc)

Score contribution per author:

0.252 = (α=2.02 / 4 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count