The impact of the US stock market opening on price discovery of government bond futures
Author:
Affiliation:
1. Finance DepartmentAuckland University of TechnologyAuckland New Zealand
2. Dhillon School of BusinessUniversity of LethbridgeLethbridge Alberta Canada
3. Finance and Legal Studies DepartmentUniversity of Missouri‐St. LouisSt. Louis Missouri
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22015
Reference61 articles.
1. International stock–bond correlations in a simple affine asset pricing model
2. A Theory of Intraday Patterns: Volume and Price Variability
3. Volatility, Efficiency, and Trading: Evidence from the Japanese Stock Market
4. Time varying price discovery
5. The Determinants of Stock and Bond Return Comovements
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