Price discovery in the Hang Seng Index markets: Index, futures, and the tracker fund

Journal of Futures Markets

Volumn 24, Issue 9, 2004, Pages 887-907

  So, Raymond W ^b   Tse, Yiuman ^a  

^a UNIVERSITY OF TEXAS AT SAN ANTONIO   (United States)

^b CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 4043165622     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.20112     Document Type: Article

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