Browsing by Author "Corbet, Shaen"
Now showing items 1-3 of 3
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The growth of oil futures in China: Evidence of market maturity through global crises
(Elsevier, 2022)Chinese oil futures products were created in 2018, and have since presented an alternative, regional exchange through which to invest. This research tests for evidence of developing market maturity during the time since ... -
The influence of the COVID-19 pandemic on the hedging functionality of Chinese financial markets
(Elsevier, 2022)In this paper, we investigate both constant and time-varying hedge ratios in terms of the effectiveness of CSI300 index futures during the COVID-19 crisis. Using naïve, OLS and EC/ROLS strategies to estimate constant hedge ... -
We Reddit in a Forum: The influence of Message Boards on firm stability
(Now, 2022)The use of messaging boards to instigate coordinated manipulation of stock prices is not a novel phenomenon. However, the growing breadth and sophistication of social media, the widespread availability of technological ...
