Examining the impact of index futures on information efficiency of stock market : evidence from US, Japan, Hong Kong and India
Shanglei Chai
| Year of publication: |
2015
|
|---|---|
| Authors: | Chai, Shanglei |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 7.2015, 8, p. 218-228
|
| Subject: | stock index futures | information efficiency | stock market | volatility | time series | Index-Futures | Index futures | Japan | Hongkong | Hong Kong | Aktienmarkt | Stock market | Börsenkurs | Share price | Indien | India | Volatilität | Volatility | Effizienzmarkthypothese | Efficient market hypothesis | Aktienindex | Stock index |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011346849