{"title":"新冠肺炎期间投机者在指数期货市场的主导地位","authors":"Udayan Karnatak","doi":"10.1142/s2424786323500056","DOIUrl":null,"url":null,"abstract":"A recent study shows that index futures prices are influenced by the index’s liquidity. This research describes the state of the index futures market following the epidemic as seen by index futures mispricing affected by liquidity and volatility during the outbreak.","PeriodicalId":54088,"journal":{"name":"International Journal of Financial Engineering","volume":" ","pages":""},"PeriodicalIF":0.6000,"publicationDate":"2023-03-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Speculators’ dominance in the Index futures market during COVID-19\",\"authors\":\"Udayan Karnatak\",\"doi\":\"10.1142/s2424786323500056\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"A recent study shows that index futures prices are influenced by the index’s liquidity. This research describes the state of the index futures market following the epidemic as seen by index futures mispricing affected by liquidity and volatility during the outbreak.\",\"PeriodicalId\":54088,\"journal\":{\"name\":\"International Journal of Financial Engineering\",\"volume\":\" \",\"pages\":\"\"},\"PeriodicalIF\":0.6000,\"publicationDate\":\"2023-03-27\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"International Journal of Financial Engineering\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1142/s2424786323500056\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"BUSINESS, FINANCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"International Journal of Financial Engineering","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1142/s2424786323500056","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}
Speculators’ dominance in the Index futures market during COVID-19
A recent study shows that index futures prices are influenced by the index’s liquidity. This research describes the state of the index futures market following the epidemic as seen by index futures mispricing affected by liquidity and volatility during the outbreak.
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