Tswei, Keshin; Lai, Jing-yi - In: Review of financial economics : RFE 18 (2009) 4, pp. 183-189
The spot price on the Taiwan stock index is richer in information than the futures price judged by the price discovery measures of Gonzalo and Granger [Gonzalo, J., & Granger, C.W.J. (1995). Estimation of common long-memory components in cointegrated systems. Journal of Business and Economic...
