Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China
| Year of publication: |
2012
|
|---|---|
| Authors: | Yang, Jian ; Yang, Zihui ; Zhou, Yinggang |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 32.2012, 2, p. 99-121
|
| Publisher: |
John Wiley & Sons, Ltd. |