Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China

Journal of Futures Markets

Volumn 32, Issue 2, 2012, Pages 99-121

  Yang, Jian ^a   Yang, Zihui ^b   Zhou, Yinggang ^c  

^a UNIVERSITY OF COLORADO   (United States)

^b SUN YAT SEN UNIVERSITY   (China)

^c The Chinese University of Hong Kong   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 83055184534     PISSN: 02707314     EISSN: 10969934     Source Type: Journal    
DOI: 10.1002/fut.20514     Document Type: Article

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