關鍵字查詢 | 類別:期刊論文 | | 關鍵字:Do Implicit Phenomena Matter? Evidence from China Stock Index Futures

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1 106/2 資管系 戴敏育 副教授 期刊論文 發佈 Do Implicit Phenomena Matter? Evidence from China Stock Index Futures , [106-2] :Do Implicit Phenomena Matter? Evidence from China Stock Index Futures期刊論文Do Implicit Phenomena Matter? Evidence from China Stock Index FuturesMin-Yuh Day; Paoyu Huang; Yensen Ni; Yuhsin ChenIntraday Trading;Implicit Phenomena;CSI 300 Futures;Investing StrategiesThe Journal of Alternative Investments 21(1), p.79-91The CSI 300 Futures (CSI300F) index rises (falls) implicitly in five consecutive minutes; this rise (fall) is defined as the implicit rising (falling) phenomena in this article. Owing to big data concerns, the authors explore whether investors would profit when the implicit rising (falling) phenomena occur – events which exist in practice, but remain unexplored in the literature. In this study, they reveal that implicit rising (falling) phenomena might trigger the rise (fall) of the CSI300F index, which implies that momentum strategies may be appropriate for trading the CSI300F as the implicit phenomena occurs. The authors suspect that implicit phenomena could be the manipulat
2 106/2 管科系 倪衍森 教授 期刊論文 發佈 Do Implicit Phenomena Matter? Evidence from China Stock Index Futures , [106-2] :Do Implicit Phenomena Matter? Evidence from China Stock Index Futures期刊論文Do Implicit Phenomena Matter? Evidence from China Stock Index FuturesYensen NI; Min-Yuh Day; Paoyu Huang; Yuhsin ChenThe Journal of Alternative Investments 21(1) ,79-91.The CSI 300 Futures (CSI300F) index rises (falls) implicitly in five consecutive minutes; this rise (fall) is defined as the implicit rising (falling) phenomena in this study. Owing to big data concerns, we explore whether investors would profit when the implicit rising (falling) phenomena occur, which exist in practice but remain unexplored in the literature. In this study, we reveal that implicit rising (falling) phenomena might trigger the rise (fall) of the CSI300F index, which is rather impressive for investors, thereby implying that momentum strategies are appropriate for trading the CSI300F as the implicit phenomena occurs. We suspect that implicit phenomena are likely to be the manipulation trace of investors with market force and even insi
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