Price discovery in the CSI 300 Index derivatives markets
Liwei Jin, Xianghui Yuan, Jun Long, Xiang Li, Feng Lian
| Year of publication: |
2022
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|---|---|
| Authors: | Jin, Liwei ; Yuan, Xianghui ; Long, Jun ; Li, Xiang ; Lian, Feng |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2022, 7, p. 1352-1368
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| Subject: | future | lead-lag | option | price discovery | the TOP method | Derivat | Derivative |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22335 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013287971