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On The Jump Activity Index for Semimartingales

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Does Index Futures Trading Reduce Volatility in the Chinese Stock Market? A Panel Data Evaluation Approach

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Modeling the Dynamics of Chinese Spot Interest Rates

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Disentangling the Effect of Jumps on Systematic Risk Using A New Estimator of Integrated Co-volatility

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Financial Volatility Forecasting with Range-based Autoregressive Volatility Model

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Are “Nearly Exogenous Instruments” reliable?

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Are Corporate Bond Market Returns Predictable?

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A Tale of Two Index Futures: The Intraday Price Discovery and Volatility Transmission Processes between the China Financial Futures Exchange and the S

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下游国的贸易报复与中国稀土出口政策

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