The rise of China and fivefold growth of its stock market over the past decade have fueled a
growing literature on this market in financial economics. On the corporate side, researchers …

The fast growth of China's economy has brought it not only to the center of the global
economy but also to a transition point in its growth model, a transition from scale to …

This paper makes the first comparative assessment of the impacts of the first and second
waves of the ongoing COVID-19 pandemic for the US stock market and its uncertainty. To …

In this study, we investigate the impact of global economic policy uncertainty (GEPU) on
Chinese stock market volatility. More importantly, for the first time, we explore the effects of …

This paper examines how increased speculator participation in the commodity futures
market affects market outcomes, including trades' price impacts, price volatility, and market …

This paper examines volatility and skewness spillover between Chinese stock index and
index futures markets during the market crash in 2015. The results reveal that the volatility …

Bitcoin futures were introduced in December 2017 and this was seen by some as a sign of
the most popular cryptocurrency finally being accepted by the financial community. In this …

We consider a new, flexible and easy-to-implement method to estimate thecausal effects of
an intervention on a single treated unit when a control group is not available and which …

This paper reveals some new evidence on the volatility spillover between fuel oil and stock
index futures markets in China by considering its time-variant feature. Time-varying effect is …

Traffic problems caused by the rapid growth of motor vehicle ownership have become an
increasingly serious concern. Many cities have developed car restriction policies to relieve …