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Do futures improve genetically trained high-frequency technical trading rules for the Chinese index ETF market?[Formula presented]
Beier Pan, Eric Michael Scheffel
School of Economics
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peer-review
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Dive into the research topics of 'Do futures improve genetically trained high-frequency technical trading rules for the Chinese index ETF market?[Formula presented]'. Together they form a unique fingerprint.
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Keyphrases
Fund Market
100%
Technical Trading Rules
100%
Exchange-traded Funds
100%
Transaction Costs
25%
Liquidity
25%
Evolutionary Genetics
25%
Information Externality
25%
Trading Restrictions
25%
Genetic Program
25%
Information Spillover
25%
Index Arbitrage
25%
Market Trading
25%
Small-cap
25%
Market Timing
25%
Index Futures
25%
Economics, Econometrics and Finance
Index Derivative
100%
Behavioural Finance
100%
Spillover Effect
25%
Transaction Costs
25%
Arbitrage
25%
Externalities
25%
Index Futures
25%