---
title: Chinese Futures Market Evolution
url: https://www.ml-quant.com/papers/repec/bla-ecopol-v-36-y-2024-i-3-p-1416-1449/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:bla:ecopol:v:36:y:2024:i:3:p:1416-1449
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Fecpo.12296%3Bh%3Drepec%3Abla%3Aecopol%3Av%3A36%3Ay%3A2024%3Ai%3A3%3Ap%3A1416-1449
featured: 2024-10-09
citations: unknown
topic: Trading, Microstructure & Execution
---


# Chinese Futures Market Evolution

Research shows high-frequency and algorithmic trading in China enhances market liquidity and lowers slippage costs for investors, despite the country's unique market structure.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1111%2Fecpo.12296%3Bh%3Drepec%3Abla%3Aecopol%3Av%3A36%3Ay%3A2024%3Ai%3A3%3Ap%3A1416-1449
- Identifier: RePEc:bla:ecopol:v:36:y:2024:i:3:p:1416-1449
- Released: 2024-10-09
- First featured: Quant Letter No. 69 (2024-10-09): https://www.ml-quant.com/issues/2024-10-09/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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