Informed Futures Trading and Price Discovery: Evidence from Taiwan Futures and Stock Markets
Year of publication: |
2013
|
---|---|
Authors: | Lee, Yi-Tsung ; Wu, Wei-Shao ; Yang, Yun |
Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 20.2013, 3, p. 219-242
|
Publisher: |
Springer |
Subject: | Foreign institutional traders | Futures markets | Information content | Informed traders | Lead-lag relationship |
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