Huan Ma

School of Finance

WenQuan Building, 182# Nanhu Avenue

East Lake High-tech Development Zone

Wuhan

China

SCHOLARLY PAPERS

2

DOWNLOADS

108

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Futures-Trading Activity and Jump Risk: Evidence From the Bitcoin Market

Number of pages: 46 Posted: 22 Jan 2021 Last Revised: 12 Oct 2021
Zhongnan University of Economics and Law - School of Finance, School of Finance and Southwestern University of Finance and Economics (SWUFE) - Institute of Chinese Financial Studies (ICFS)
Downloads 64 (440,481)

Abstract:

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Bitcoin futures; Lévy jumps; Granger causality; high-frequency data; Fintech

2.

The Impacts of Futures Introduction on Spot Market Volatility: Evidence from the Bitcoin Market

Number of pages: 51 Posted: 13 Aug 2021 Last Revised: 23 Aug 2021
Zhongnan University of Economics and Law - School of Finance, School of Finance, affiliation not provided to SSRN and Property and Casualty Insurance Compensation Corporation (PACICC)
Downloads 44 (520,329)

Abstract:

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Bitcoin; Futures-trading activity; Volatility; Asymmetry; GARCH models; FinTech