Commonality in trading activity and futures‐cash basis: Evidence from the Taiwan futures and stock markets
Year of publication: |
2012
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Authors: | Lee, Hsiu‐Chuan ; Chien, Cheng‐Yi ; Liao, Tzu‐Hsiang |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 32.2012, 10, p. 964-995
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