Intertemporal price discovery between stock index futures and spot markets : New evidence from high‐frequency data
| Year of publication: |
2020
|
|---|---|
| Authors: | Sifat, Imtiaz ; Mohamad, Azhar ; Amin, Kevin Reinaldo |
| Published in: |
International Journal of Finance & Economics. - Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 26.2020, 1 (28.07.), p. 898-913
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/ijfe.1827 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012273157