Informed futures trading and price discovery: evidence from Taiwan futures and stock markets
type: Item
instance of: scholarly article
title: Informed futures trading and price discovery: evidence from Taiwan futures and stock markets
zbMATH Open document ID: 1273.91440
author: Yi-Tsung Lee
author: Wei-Shao Wu
author: Yun Hong Yang
published in: Asia-Pacific Financial Markets
publication date: 2013-09-20T00:00:00Z
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6209847
zbMATH Keywords: foreign institutional traders
zbMATH Keywords: futures markets
zbMATH Keywords: information content
zbMATH Keywords: informed traders
zbMATH Keywords: lead-lag relationship
MaRDI profile type: Publication
full work available at URL: s10690-013-9165-4
OpenAlex ID: W2087254953
cites work: Intraday Lead-Lag Relationships Between the Futures-, Options and Stock Market *
DOI: 10.1007/S10690-013-9165-4
description: scientific article; zbMATH DE number 6209847