The price discovery processes in China, India, and Russia's stock index futures markets
Year of publication: |
2021
|
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Authors: | Liu, Qingfeng Wilson ; Sono, Hui ; Zhang, Wei |
Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 24.2021, 3, p. 2150020-1-2150020-28
|
Subject: | cointegration analysis | information shares | price discovery | spot and futures | Stock index futures | volatility spillover | Index-Futures | Index futures | Volatilität | Volatility | Kointegration | Cointegration | Börsenkurs | Share price | Indien | India | China | Russland | Russia | Derivat | Derivative | Spillover-Effekt | Spillover effect | Aktienindex | Stock index |
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