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D.  Wang, Xin, Y., Chang, X., and Su, X., ?Realized Volatility Forecasting and Volatility Spillovers: Evidence from Chinese Non-Ferrous Metals Futures?, International Journal of Finance and Economics, vol. 26, no. 2, pp. 2713?2731, 2020.\par \par D.  Wang, Tu, J., Chang, X., and Li, S., ?The Lead-Lag Relationship between the Spot and Futures Markets in China?, Quantitative Finance, vol. 17, no. 9, pp. 1447?1456, 2017.\par \par D.  Wang, Lei, M., and Chang, X., ?Dynamic relation of Chinese stock price-volume pre- and post- the Split Share Structure Reform: New evidence from a two-state Markov-switching approach?, China Finance Review International, vol. 5, no. 4, pp. 386-401, 2015.\par \par }