Price discovery in the CSI 300 Index derivatives markets-Reference-Cited by-同舟云学术

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Price discovery in the CSI 300 Index derivatives markets

Published:2022-04-27 Issue:7 Volume:42 Page:1352-1368
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:Journal of Futures Markets

Author:

Jin Liwei¹^ORCID,Yuan Xianghui¹^ORCID,Long Jun²,Li Xiang¹^ORCID,Lian Feng³

Affiliation:

1. School of Economics and Finance Xi'an Jiaotong University Xi'an Shaanxi China

2. Jinhe Center for Economic Research Xi'an Jiaotong University Xi'an Shaanxi China

3. School of Electronic and Information Engineering Xi'an Jiaotong University Xi'an Shaanxi China

Funder

National Natural Science Foundation of China

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22335

Reference41 articles.

1. Price discovery among SSE 50 Index‐based spot, futures, and options markets

2. Price discovery in the German equity index derivatives markets

3. Futures Trading, Rational Expectations, and the Efficient Markets Hypothesis

4. A trading strategy based on the lead–lag relationship between the spot index and futures contract for the FTSE 100

5. Informed Trading in Stock and Option Markets

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