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CFFEX: The Winning Papers Announced During First Symposium On Financial Futures Market Development

Date 25/12/2020

“The First Symposium on the Development of Financial Futures Market”, hosted by China Financial Futures Exchange (CFFEX), came to a successful conclusion a few days ago. Against the backdrop of global economic turmoil, this symposium on China’s financial derivatives market however received strong support and active participation from experts and scholars from universities, research institutions and market organizations. After anonymous review, 40 winning papers were announced (see the below table). 


CFFEX would like to extend its warmest congratulations to the winning authors! In the future, the Exchange will further promote in-depth research on China’s financial derivatives market under the New Development Principle, and enhance financial derivatives market growth to better serve the national strategy and real economy. 

Awards Title Institution Author
First Prize Options Trading   and the Cross-Listed Stock Returns: Evidence from Chinese A-H Shares School of   Economics, Zhejiang University Xingguo Luo
A Study on the "Riddle of Pricing" of 50 ETF Options   Based on Shanghai Stock Exchange Dongbei   University of Finance and Economics Yongdong Shi
The Informational Role of Option Trading: Evidence from SSE 50ETF   Options in China Wudaokou School   of Finance, Tsinghua University Teng Ma
The Impact of Investor Sentiment on the Relationship between CSI   300 Stock Index and Index Futures School of   Economics, Beijing Institute of Materials Chen Liu
Second Prize A Study of the Extreme Risk Spillover Effect and Early Warning   Effect of Stock Index Futures on the Spot Market School of   Economics and Management, Agricultural University of China Wenchao Liu
The Comparability of the U.S.-China Regulatory Regimes in the   Futures—A Prerequisite for U.S. Persons to Access the Chinese Futures   Exchanges Georgetown   University, US Jie Yang
The Administrative Law Enforcement and Reconciliation of   Securities and Futures: Elements Deconstruction and Institutional   Reconstruction Beijing   Institute of Financial Derivatives Jianwei Chen
Extreme Market Sentiment Study, Risk Measures and Assistant   Investment Management Jiangxi Ruiqi   Futures Company Jianhui Yang、Rong Yi
Nonparametric Option Pricing with Multidimensional Non-arbitrage   Constraints School of   Statistics and Mathematics, Zhongnan University of Economics and Law Qing Li
Research on High   Frequency Trading Regulation Xiangcai Securities Institute Yinqi Zhang
Third Prize The Nature and   Role of Financial Derivatives Trading China Financial   Futures Exchange Shi Sha
Experience and Lessons from the    International Development of Foreign Exchange Futures Market Dongfureng   Institute of Economic and Social Development, Wuhan University Zhe Jiang
Volatility Spillover Effect of Implied Forward Interest Rate on   the Risks of Commercial Banks School of   Economics and Management, Northeastern Normal University Zhiyang Liu
Research on the Information Transmission Mechanism between Stock   Index Futures Market and Spot Market East Securities   Derivatives Institute Xiaohui Li
The Application of the China Government Bond Futures in   International and Domestic Commercial Banks and Insurance Institutions Guangfa Futures   Company An Hu
The Application of Financial Derivatives on the Investment of   Insurance Capital Equity East Securities   Derivatives Institute Sheng Xie
A Discussion on Perfecting the Adjustment Scope of Futures Law in   China Foreign   Exchange Division, China Financial Futures Exchange Daoyun Liu
A Study on the Mechanism of How China   Government Bond Futures Promoting the Transformation of Monetary Policy under   the New Reality School of   Accounting, Shanghai University of Finance and Economics Chao Huang
The Experiences of Overseas Insurance Institutions’ Participation   in the Interest Rate Derivatives Market Trading   Division, China Financial Futures Exchange Fei Zhang
An Analysis on the Price Discovery Function of   Domestic Financial Derivatives Market during the Epidemic period Department of   Actuarial Science, University of Illinois, Urbana-Champaign Lijie Hou
Recognition Prize Speed up the   establishment of foreign exchange futures market and improve the modern   futures market system Hongye Futures   Company Huiqian Zhang
Risk Premium Analysis of Offshore Foreign Exchange Options Nanhua Futures   Company Ying Wang
Financial Derivatives and Global Capital Competition China Financial   Futures Exchange Shi Sha
The Impact of Coronavirus on China's Financial   Futures Market Maike Futures   Company Jinjin Rong
Developing the Foreign Exchange Derivatives Market and Promoting   the RMB Exchange Rate Reform Zhongxin   Futures Company Jing Zhang
A Study on Price Discovery and Volatility Overflow of China Stock   Index Futures Based on Epidemic and Non-epidemic Period Shenzhen   Securities Information Co., Ltd Huiting Liu
International Experience and Lessons of How to Use Interest Rate   Derivatives in Pensions Huaan Futures   Company Xiaojun Cao
The Evaluation of Using Financial Futures in Risk Management of   Fund Products Zhongxin   Futures Company Ge Zhang
The Innovation of China Government Bond Options and the   Functioning of Bond Market Under the Background of Interest Rate   Liberalization Options   Division, China Financial Futures Exchange Xin Yu
Research on the Application and Prospect of China Government Bond   Futures in Commercial Banks Bank of China   Shanghai Headquarters Financial Markets, Bank of China Meilin Ye
How effective is the RMB Market Sentiment Index? Nanhua Futures   Company Chaosheng Dai
The Promotion and Influence of Stock Index Futures on the Real   Economy from the Perspective of Equity Financing Risk Management Yide Futures   Company Chang Chen
Does Our Market Need High Frequency Trading? —— Let History Tell   the Future Institute of   International Finance and Trade, Shanghai Foreign Studies University Lu Li
The Legal Regulation of "Too Big to Fail" CCP in the   Context of Center Clearing of OTC Derivatives  School of   Economics, Southwest University of Political Science and Law Qian Liu
The Performance and Function of Financial Futures Options Market   in the Coronavirus Pandemic Wukuang Jingyi   Futures Company Yixing Wang
Futures Industry Association (FIA) Paper on the Necessity, Path   and Related Issues of Opening the Financial Futures Market  FIA -
The Performance and Price Discovery Function of Stock Index   Futures Market in the Coronavirus Pandemic Lu Securities   Futures Institute Weiyan Song
The Market Performance and Functioning of Financial Futures   Options during the Epidemic Period Haitong Futures   Company Liwei Tao
The Application Analysis of Foreign Exchange Derivatives Tonghui Futures   Company Jian Zhang
Commercial Banks' Participation in the China Government Bond   Futures Market Serves the Real Demands Xinhu Futures   Company Mingyu Li