Price discovery in the S&P 500 index derivatives markets
Year of publication: |
September 2016
|
---|---|
Authors: | Chen, Wei Peng ; Chung, Huimin ; Lien, Da-hsiang Donald |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 45.2016, p. 438-452
|
Subject: | S&P 500 index and derivative markets | Price discovery | Institutional ownership | Algorithmic trading | High-frequency trading | Derivat | Derivative | Elektronisches Handelssystem | Electronic trading | Aktienindex | Stock index | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Index-Futures | Index futures |
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