The effect of short-sale restrictions on the information transmission of extended index futures trading
Author:
Funder
Ministry of Science and Technology, Taiwan, ROC
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference17 articles.
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5. Information content of extended trading for index futures;Cheng;Journal of Futures Markets,2004
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1. What do we know about informational efficiency? Three puzzles and the new direction forward;Journal of Economic Surveys;2021-11-12
2. Short-term institutions’ information advantage and overvaluation;The North American Journal of Economics and Finance;2021-01
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