Examining the impact of index futures on information efficiency of stock market : evidence from US, Japan, Hong Kong and India
Year of publication: |
2015
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Authors: | Chai, Shanglei |
Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 7.2015, 8, p. 218-228
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Subject: | stock index futures | information efficiency | stock market | volatility | time series | Index-Futures | Index futures | Hongkong | Hong Kong | Japan | Volatilität | Volatility | Aktienmarkt | Stock market | Börsenkurs | Share price | Effizienzmarkthypothese | Efficient market hypothesis | Indien | India |
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