Information transmission between China's IH and SGX FTSE A50 stock index futures markets : the role of trading restrictions
Tian Wen, Ping Li, and Yunbi an
| Year of publication: |
2022
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| Authors: | Wen, Tianxiang ; Li, Ping ; An, Yunbi |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 58.2022, 6, p. 1639-1650
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| Subject: | information transmission | price discovery | Trading restrictions | volatility spillover | China | Volatilität | Volatility | Informationsverbreitung | Information dissemination | Index-Futures | Index futures | Informationsökonomik | Economics of information | Wertpapierhandel | Securities trading | Großbritannien | United Kingdom | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2021.1917360 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013190176