Price discovery in Chinese stock index futures market: new evidence based on intraday data
type: Item
instance of: scholarly article
title: Price discovery in Chinese stock index futures market: new evidence based on intraday data
zbMATH Open document ID: 1282.91385
author: Yang Hou
author: Steven Li
published in: Asia-Pacific Financial Markets
publication date: 2013-04-08T00:00:00Z
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6151420
zbMATH Keywords: CSI300 index futures market
zbMATH Keywords: price discovery
zbMATH Keywords: Granger causality
zbMATH Keywords: common factor measure
zbMATH Keywords: VECM
MaRDI profile type: Publication
full work available at URL: s10690-012-9158-8
OpenAlex ID: W2027530807
cites work: Q4769776
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cites work: Q3583112
DOI: 10.1007/S10690-012-9158-8
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description: scientific article; zbMATH DE number 6151420