Price discovery between regular and mini index futures in the Taiwan Futures Exchange
Year of publication: |
2013
|
---|---|
Authors: | Wang, Yun-Yi ; Chang, Chiung-chiao ; Lee, Wan-chen |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 27.2013, p. 224-237
|
Subject: | Price discovery | Information shares | Liquidity | Mini futures | Taiwan | Index-Futures | Index futures | Börsenkurs | Share price | Derivat | Derivative |
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