Informed futures trading and price discovery: evidence from Taiwan futures and stock markets

DOI10.1007/S10690-013-9165-4zbMath1273.91440OpenAlexW2087254953MaRDI QIDQ370882

Yun Hong Yang, Yi-Tsung Lee, Wei-Shao Wu

Publication date: 20 September 2013

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10690-013-9165-4

zbMATH Keywords

information contentforeign institutional tradersfutures marketsinformed traderslead-lag relationship

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

• Intraday Lead-Lag Relationships Between the Futures-, Options and Stock Market *

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