How does news flow affect cross-market volatility spillovers? Evidence from China's stock index futures and spot markets

Xinmiao Zhou, Junru Zhang, Zhaoyong Zhang

    Research output: Contribution to journalArticlepeer-review

    11 Citations (Scopus)

    Abstract

    This paper examines how news flow affects cross-market volatility spillovers and price discovery process in China's stock market and index futures market. We find robust evidence confirming dominant predicting power of the stock market in the price discovery process, and presence of asymmetric and persistent volatility effects. The results show that volatility spillovers are bidirectional between stock index futures and spot prices, and news release has significant and positive association with the dynamic conditional correlation between the index spot and the index futures markets. These have important implications for effective hedging and portfolio management decision in emerging markets.

    Original languageEnglish
    Pages (from-to)196-213
    Number of pages18
    JournalInternational Review of Economics and Finance
    Volume73
    Early online date22 Jan 2021
    DOIs
    Publication statusPublished - May 2021

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