Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China
| Year of publication: |
2012
|
|---|---|
| Authors: | Yang, Jian ; Yang, Zihui ; Zhou, Yinggang |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 32.2012, 2, p. 99-122
|