Intraday Price Discovery and Volatility Transmission in Stock Index and Stock Index Futures Markets : Evidence from China
Year of publication: |
2011
|
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Authors: | Yang, Jian |
Other Persons: | Zhou, Yinggang (contributor) ; Yang, Zihui (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Index-Futures | Index futures | China | Aktienindex | Stock index | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (32 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Futures Markets, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 12, 2010 erstellt |
Classification: | C32 - Time-Series Models ; G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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