Muzhao Jin

Queen's University Management School

Riddel Hall

185 Stranmillis Road

Belfast, BT9 5EE

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

491

SSRN CITATIONS

7

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Intraday Time-series Momentum: Evidence from China

Journal of Futures Markets, Forthcoming, QMS Research Paper 2019/12
Number of pages: 38 Posted: 13 Dec 2019 Last Revised: 11 Dec 2020
Queen's University Management School, Queen's University Belfast - Queen's Management School, Hull University Business School and affiliation not provided to SSRN
Downloads 248 (169,050)
Citation 2

Abstract:

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Intraday Predictability, Time-Series, Momentum

2.

Price Discovery in the Chinese Gold Market

Journal of Futures Markets, Forthcoming
Number of pages: 42 Posted: 06 May 2016 Last Revised: 15 Dec 2019
Queen's University Management School, Hull University Business School, University of Technology Sydney and affiliation not provided to SSRN
Downloads 167 (241,995)
Citation 5

Abstract:

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Chinese gold market, Futures, Price discovery, Information share, Component share, Information leadership share, Sequential price discovery

3.

Order Book Price Impact in the Chinese Soybean Futures Market

Number of pages: 47 Posted: 19 Feb 2021
Queen's University Management School, Queen's University Belfast - Queen's Management School, Hull University Business School and affiliation not provided to SSRN
Downloads 76 (419,134)

Abstract:

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Order flow imbalance, Limit order book, Price impact, Futures markets