Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data-Reference-Cited by-同舟云学术

Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data

Published:2012-09-07 Issue:1 Volume:20 Page:49-70
ISSN:1387-2834
Container-title:Asia-Pacific Financial Markets
language:en
Short-container-title:Asia-Pac Financ Markets

Author:

Hou Yang,Li Steven

Publisher

Springer Science and Business Media LLC

Subject

Finance

Link

http://link.springer.com/content/pdf/10.1007/s10690-012-9158-8.pdf

Reference47 articles.

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3. Bailey W. (1994) Risk and return on China’s new stock markets: Some preliminary evidence. Pacific-Basin Finance Journal 2: 243–260

4. Bakaert G., Harvey C. R. (1997) Emerging equity market volatility. Journal of Financial Economics 43: 29–77

5. Bohl M. T., Salm C. A., Schuppli M. (2011) Price discovery and investor structure in stock index futures. Journal of Futures Markets 31(3): 282–306

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