Informed futures trading and price discovery : evidence from Taiwan futures and stock markets
Yi-Tsung Lee; Wei-Shao Wu; Yun Hong Yang
| Year of publication: |
2013
|
|---|---|
| Authors: | Lee, Yi-tsung ; Wu, Wei-shao ; Yang, Yun Hong |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 20.2013, 3, p. 219-242
|
| Subject: | Foreign institutional traders | Futures markets | Information content | Informed traders | Lead-lag relationship | Taiwan | Derivat | Derivative | Informationswert | Information value | Aktienmarkt | Stock market | Börsenkurs | Share price | Finanzmarktregulierung | Financial market regulation | Wertpapierhandel | Securities trading | Terminbörse | Futures exchange | Index-Futures | Index futures | Informationsökonomik | Economics of information | Asymmetrische Information | Asymmetric information | Warenbörse | Commodity exchange | Handelsvolumen der Börse | Trading volume |
| 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/10010187917