Browse
We’re here to help

Find guidance on Author Services

Search
Browse
We’re here to help

Find guidance on Author Services

Home
All Journals
Quantitative Finance
List of Issues
Volume 18, Issue 9

Quantitative Finance

Search in:

Advanced search Citation search

Citation search

Ready to submit?
Start a new submission or continue a submission in progress
Go to submission site
Instructions for authors
Editorial policies
Editing services site

Journal metrics
Aims & scope
Journal information
Editorial board
News & calls for papers
Advertising information

Latest articles
Current issue
All volumes & issues
Special issues
Open access articles
Most read articles
Most cited articles

New content alerts
RSS

Subscription options & pricing

Buy a subscription

Your download is now in progress and you may close this window

Did you know that with a free Taylor & Francis Online account you can gain access to the following benefits?

Choose new content alerts to be informed about new research of interest to you
Easy remote access to your institution's subscriptions on any device, from any location
Save your searches and schedule alerts to send you new results
Export your search results into a .csv file to support your research

Have an account?
Login now Don't have an account?
Register for free

Login or register to access this feature

Have an account?
Login now Don't have an account?
Register for free

Choose new content alerts to be informed about new research of interest to you
Easy remote access to your institution's subscriptions on any device, from any location
Save your searches and schedule alerts to send you new results
Export your search results into a .csv file to support your research

Quantitative Finance, Volume 18, Issue 9 (2018)

Browse this journal

Latest articles
Current issue
List of issues
Special issues
Open access articles
Most read articles
Most cited articles

Sample our Mathematics & Statistics journals, sign in here to start your FREE access for 14 days

Quantitative Finance, Volume 18, Issue 9 (2018)

See all volumes and issues

Vol 24, 2024 Vol 23, 2023 Vol 22, 2022 Vol 21, 2021 Vol 20, 2020 Vol 19, 2019 Volume 18, 2018 Vol 17, 2017 Vol 16, 2016 Vol 15, 2015 Vol 14, 2014 Vol 13, 2013 Vol 12, 2012 Vol 11, 2011 Vol 10, 2010 Vol 9, 2009 Vol 8, 2008 Vol 7, 2007 Vol 6, 2006 Vol 5, 2005 Vol 4, 2004 Vol 3, 2003 Vol 2, 2002 Vol 1, 2001

Select to download all citations or PDFs

Download citations Download PDFs Download issue

Browse by section (All)

Display order (Default)
Published online date
Page number
Section A-Z
Most read
Most cited

Chinese Derivatives Markets

Features

Article

Can outstanding dividend payments be estimated by American options?

Sascha Desmettre, Sarah Grün & Ralf Korn

Pages: 1437-1446

Published online: 05 Feb 2018

AbstractforCan outstanding dividend payments be estimated by American options? | Full Text | References | PDF (1.9 MB) | Supplemental

181 Views
0 CrossRef citations
0Altmetric

Book review

Book Review

Enlargement of Filtration with Finance in View

Thorsten Schmidt

Pages: 1447-1448

Published online: 19 Jul 2018

CitationforEnlargement of Filtration with Finance in View | Full Text | PDF (248.6 KB)

624 Views
0 CrossRef citations
0Altmetric

Free Access

Calendar

Page: 1449

Published online: 07 Aug 2018

CitationforCalendar | Full Text | PDF (803.8 KB)

415 Views
0 CrossRef citations
0Altmetric

Foreword

Introduction

Special Issue of Quantitative Finance on ‘Chinese Derivatives Markets’

Ke Tang

Page: 1451

Published online: 07 Aug 2018

CitationforSpecial Issue of Quantitative Finance on ‘Chinese Derivatives Markets’ | Full Text | PDF (66.7 KB)

1600 Views
0 CrossRef citations
0Altmetric

Free Access

Special Issue Papers

Article

Are tightened trading rules always bad? Evidence from the Chinese index futures market

Hai Lin & You Wang

Pages: 1453-1470

Published online: 24 Apr 2018

AbstractforAre tightened trading rules always bad? Evidence from the Chinese index futures market | Full Text | References | PDF (1.5 MB)

344 Views
1 CrossRef citations
0Altmetric

Article

Return and volatility co-movement in commodity futures markets: the effects of liquidity risk

Yongmin Zhang & Shusheng Ding

Pages: 1471-1486

Published online: 23 Apr 2018

AbstractforReturn and volatility co-movement in commodity futures markets: the effects of liquidity risk | Full Text | References | PDF (2.5 MB)

902 Views
1 CrossRef citations
0Altmetric

Article

Including commodity futures in asset allocation in China

Qingfu Liu, Yiuman Tse & Linlin Zhang

Pages: 1487-1499

Published online: 23 Apr 2018

AbstractforIncluding commodity futures in asset allocation in China | Full Text | References | PDF (239.9 KB)

1096 Views
3 CrossRef citations
0Altmetric

Article

Option pricing based on hybrid GARCH-type models with improved ensemble empirical mode decomposition

Qiuling Hua, Tingfeng Jiang & Zhang Cheng

Pages: 1501-1515

Published online: 23 Apr 2018

AbstractforOption pricing based on hybrid GARCH-type models with improved ensemble empirical mode decomposition | Full Text | References | PDF (2.5 MB)

450 Views
1 CrossRef citations
0Altmetric

Article

Option prices and stock market momentum: evidence from China

Jianping Li, Yanzhen Yao, Yibing Chen & Cheng-Few Lee

Pages: 1517-1529

Published online: 23 Apr 2018

AbstractforOption prices and stock market momentum: evidence from China | Full Text | References | PDF (700.9 KB)

1440 Views
3 CrossRef citations
0Altmetric

Article

The role of derivatives in hedge fund activism

Jie (Michael) Guo, Jianhua Gang, Nan Hu & Vinay Utham

Pages: 1531-1541

Published online: 23 Apr 2018

AbstractforThe role of derivatives in hedge fund activism | Full Text | References | PDF (231 KB)

1014 Views
0 CrossRef citations
0Altmetric

Article

Chinese write-down bonds and bank capital structure

Ping Li, Hui Meng & Feihui Yu

Pages: 1543-1558

Published online: 25 Apr 2018

AbstractforChinese write-down bonds and bank capital structure | Full Text | References | PDF (3.8 MB)

304 Views
3 CrossRef citations
0Altmetric

Article

Volatility dynamics under an endogenous Markov-switching framework: a cross-market approach

Wonho Song, Doojin Ryu & Robert I. Webb

Pages: 1559-1571

Published online: 23 Apr 2018

AbstractforVolatility dynamics under an endogenous Markov-switching framework: a cross-market approach | Full Text | References | PDF (339.8 KB)

913 Views
8 CrossRef citations
0Altmetric

Research Papers

Article

Modelling the shape of the limit order book

Federico Platania, Pedro Serrano & Mikel Tapia

Pages: 1575-1597

Published online: 23 Feb 2018

AbstractforModelling the shape of the limit order book | Full Text | References | PDF (1 MB)

615 Views
0 CrossRef citations
0Altmetric

Article

Detailed study of a moving average trading rule

Fernando F. Ferreira, A. Christian Silva & Ju-Yi Yen

Pages: 1599-1617

Published online: 19 Feb 2018

AbstractforDetailed study of a moving average trading rule | Full Text | References | PDF (2.3 MB)

681 Views
1 CrossRef citations
0Altmetric

Explore articles

Latest
Open access
Most read
Most cited
Trending

Explore the most recently published articles

Deep learning for enhanced index tracking

Zhiwen Dai et al.

Article | Published online: 6 Jun 2024

Open Access

Consistent curves in the -world: optimal bonds portfolio

Gaddiel Y. Ouaknin

Article | Published online: 5 Jun 2024

Optimal trading and competition with information in the price impact model

Longjie Xu et al.

Article | Published online: 5 Jun 2024

A study on asset price bubble dynamics: explosive trend or quadratic variation?

Robert A. Jarrow et al.

Article | Published online: 29 May 2024

Open Access

View all latest articles

Download citations

Choose format

RIS (ProCit, Reference Manager)
BibTeX
RefWorks Direct Export

Download citations

Quantitative Finance (Vol.18, Iss.9, 2018)

Chinese Derivatives Markets

Chinese Derivatives Markets

Access Rights

Only articles that you have access rights to view will be downloaded. The green tick (full access) and orange padlock (open access) icons indicate that you have full access.

Do you want to proceed?