Does asynchronous market update matter? : re-examining the price discovery of stock index and futures in China
Qian Han, Chengzhi Zhao, Jing Chen, Qian Guo
| Year of publication: |
2025
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|---|---|
| Authors: | Han, Qian ; Zhao, Chengzhi ; Chen, Jing ; Guo, Qian |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025643-7. - Vol. 67.2025, Art.-No. 101307, p. 1-25
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| Subject: | Chinese stock index futures | Frequency of market update | Lead-lag relationship | Microstructure noise | Price discovery | China | Index-Futures | Index futures | Aktienindex | Stock index | Börsenkurs | Share price | Marktmikrostruktur | Market microstructure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ememar.2025.101307 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015412163