Short selling restrictions and index futures pricing: Evidence from China
Author:
Funder
CMCRC
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference25 articles.
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3. The behavior of prices in the Nikkei spot and futures market;Brenner;Journal of Financial Economics,1989
4. Ex ante hedging effectiveness of UK stock index futures contracts: Evidence from the FTSE 100 and FTSE Mid 250 contracts;Butterworth;European Financial Management,2000
5. Pricing efficiency of the S&P 500 index market: Evidence from the standard & poor's depositary receipts;Chu;Journal of Futures Markets,2002
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