Information Transmission between China’s IH and SGX FTSE A50 Stock Index Futures Markets: The Role of Trading Restrictions
Author:
Affiliation:
1. School of Management and Economics, University of Electronic Science and Technology of China, Chengdu, China
2. Odette School of Business, University of Windsor, Windsor, Ontario, Canada
Funder
National Natural Science Foundation of China
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/1540496X.2021.1917360
Reference30 articles.
1. Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?
2. Information transmission in electronic versus open-outcry trading systems: An analysis of U.S. equity index futures markets
3. Information transmission in electronic versus open-outcry trading systems: An analysis of U.S. equity index futures markets
4. Price discovery and common factor models
5. A note on execution costs for stock index futures: Information versus liquidity effects
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