Price discovery and information transmission across stock index futures : evidence from VN 30 Index Futures on Vietnam's stock market
Nguyễn Thị Nhung, Trần Thị Vân Anh, Nguyễn Tố Nga, Vương Thùy Linh, Đinh Xuân Cường
| Year of publication: |
2019
|
|---|---|
| Authors: | Nguyễn Thị Nhung ; Trần Thị Vân Anh ; Nguyễn Tố Nga ; Vương Thùy Linh ; Dinh Xuan Cuong |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 16.2019, 4, p. 262-276
|
| Subject: | information transmission | price discovery | spot futures interlinkages | Vector Error Correction Model (VECM) | Vietnam's derivatives market | VN 30 Index Futures | Index-Futures | Index futures | Kointegration | Cointegration | Vietnam | Viet Nam | Derivat | Derivative | Börsenkurs | Share price | Aktienindex | Stock index | Informationsverbreitung | Information dissemination |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21511/imfi.16(4).2019.23 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012177690