The impact of US macroeconomic news announcements on Chinese commodity futures



Cai, Haidong, Ahmed, Shamim ORCID: 0000-0003-3712-5213, Jiang, Ying and Liu, Xiaoquan
(2020) The impact of US macroeconomic news announcements on Chinese commodity futures. QUANTITATIVE FINANCE, 20 (12). 1927 - 1966.

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Macro News_Manuscript_070120.pdf - Accepted Version
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Item Type: Article
Uncontrolled Keywords: Trading activity, Market quality, Cross-border information transmission
Depositing User: Symplectic Admin
Date Deposited: 07 Jan 2020 10:07
Last Modified: 20 Nov 2021 02:11
DOI: 10.1080/14697688.2020.1814006
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URI: https://livrepository.liverpool.ac.uk/id/eprint/3069415