Yikai Zhang

NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering

Brooklyn, NY 11201

United States

SCHOLARLY PAPERS

2

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CITATIONS
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Top 45,237

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3

Scholarly Papers (2)

1.

Index Arbitrage in China

Journal of Indexes Europe, January/February 2012
Number of pages: 11 Posted: 03 Nov 2011 Last Revised: 07 Feb 2012
Ronald T. Slivka, Yikai Zhang and Wenwen Zhang
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering, NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering and New York University (NYU) - NYU Polytechnic School of Engineering
Downloads 860 (12,978)
Citation 1

Abstract:

stock index futures, china, ETF, arbitrage, CSI 300

2.

Calendar Spreads in China Stock Index Futures

Journal of Indexes, pp. 42-48, May/June 2011, NYU Poly Research Paper
Number of pages: 12 Posted: 25 Apr 2011 Last Revised: 14 May 2016
Ronald T. Slivka, Xin Li and Yikai Zhang
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering, International Monetary Fund (IMF) and NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering
Downloads 845 (12,244)
Citation 2

Abstract: