Intraday Price Formation in U.S. Equity Index Markets
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Reference33 articles.
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4. Price discovery in the German equity index derivatives markets;Booth;Journal of Futures Markets,1999
5. Using intraday data to test for effects of index futures on the underlying stock markets;Choi;Journal of Futures Markets,1994
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