Jun Wen

Macquarie University - Macquarie Graduate School of Management

Australia

SCHOLARLY PAPERS

3

DOWNLOADS

31

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Dark Trading Regulations and Options Market Liquidity: Evidence from the Canadian Market

Number of pages: 33 Posted: 03 Feb 2020
Macquarie University, Macquarie Business School, Macquarie University - Macquarie Graduate School of Management and Zayed University
Downloads 31 (507,969)

Abstract:

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Dark Trading; Options Market Maker; Options Market Liquidity

2.

Short Selling Restrictions and Index Futures Pricing: Evidence From China

International Review of Economics & Finance, Vol. 61, 2019
Posted: 09 Jun 2019
Zayed University, Macquarie University, Macquarie Business School, University of Sydney - Discipline of Accounting and Macquarie University - Macquarie Graduate School of Management

Abstract:

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Short-selling restrictions, CSI 300 futures, Index arbitrage

3.

Message Traffic Restrictions and Relative Pricing Efficiency: Evidence From Index Futures Contracts and Exchange-Traded Funds

Pacific-Basin Finance Journal, Vol. 51, 2018
Posted: 09 Jun 2019
Zayed University, Macquarie University, Macquarie Business School and Macquarie University - Macquarie Graduate School of Management

Abstract:

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Index futures contracts, Exchange-traded funds, Index arbitrage, Message traffic restrictions