Price Discovery across the Stock Index Futures and the ETF...

Price Discovery across the Stock Index Futures and the ETF Markets: Intra-Day Evidence from the S&P 500, Nasdaq-100 and DJIA Indices

Hseu, Mei-Maun, Chung, Huimin, Sun, Erh-Yin
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Volume:
10
Language:
english
Journal:
Review of Pacific Basin Financial Markets and Policies
DOI:
10.1142/S0219091507001045
Date:
June, 2007
File:
PDF, 234 KB
english, 2007
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