Price discovery in the Hang Seng Index markets : index, futures, and the tracker fund
Raymond W. So; Yiuman Tse
| Year of publication: |
2004
|
|---|---|
| Authors: | So, Raymond W. ; Tse, Yiuman |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 24.2004, 9, p. 887-907
|
| Subject: | Aktienindex | Stock index | Index-Futures | Index futures | Börsenkurs | Share price | ARCH-Modell | ARCH model | Hongkong | Hong Kong |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002145997