Browsing Major Research Projects by Author "Liu, Dongchen"

Browsing Major Research Projects by Author "Liu, Dongchen"

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    Arbitrage opportunities in CSI 300 stock-index futures market 
    Liu, Dongchen (Halifax, N.S. : Saint Mary's University, 2012)
    The purpose of this study is to test whether arbitrage opportunities exist in Chinese stock-index (CSI 300) futures market and whether arbitrage opportunities is related to futures duration. Stock-index futures were ...