Juan Du

University of Liverpool based at XJTLU

Suzhou

China

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Scholarly Papers (1)

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Empirical Differences between the Overnight and Day Trading Hour Returns: Evidence from the Chinese Commodity Futures

China Finance Review International, Forthcoming
Posted: 12 Dec 2017
Juan Du
University of Liverpool based at XJTLU

Abstract:

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commodity futures indices, asymmetric VAR model, stylized facts