Intraday price discovery and volatility transmission in...

Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China

Jian Yang, Zihui Yang, Yinggang Zhou
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Volume:
32
Year:
2012
Language:
english
Pages:
23
DOI:
10.1002/fut.20514
File:
PDF, 319 KB
english, 2012
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