Using high‐frequency data, this study investigates intraday price discovery and volatility
transmission between the Chinese stock index and the newly established stock index …

We examine return and volatility transmission between the newly established crude oil
futures in China and international major crude oil futures markets using intraday data. For …

Abstract The European Union Carbon Border Adjustment Mechanism (EU CBAM) has
already generated concerns worldwide. In this study, we investigate the reactions of the …

Extant literature investigates volatility spillovers between spot markets of the same asset
class or between derivatives and their underlying spot markets. This paper investigates …

We investigate the pricing efficiency of the newly emerged crude oil futures market of the
Shanghai International Exchange (INE) from the perspective of cointegration and Granger …

This paper analyzes the 5-year daily closing prices of copper futures contract data from the
London Metals Exchange (LME), Shanghai Futures Exchange (SHFE), and the New York …

This study analyzes the current status and potential of clean energy stocks compared with
the overall stock market index, particularly in terms of market efficiency and information flow …

This study examines the time‐series momentum in China's commodity futures market. We
find that a time‐series momentum strategy outperforms classical passive long and cross …

In 2018, the world witnessed a full‐fledged trade war between United States and China with
both countries levying successive tariffs on each other. Though the impact of trade war could …

Given a dominant exchange, how should other exchanges set their trading hours? We
examine the introduction of a night session by the Shanghai Futures Exchange, allowing …