The price discovery processes in China, India, and Russia's stock index futures markets
Qingfeng Wilson Liu, Hui Sono, Wei Zhang
| Year of publication: |
2021
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|---|---|
| Authors: | Liu, Qingfeng Wilson ; Sono, Hui ; Zhang, Wei |
| Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 24.2021, 3, p. 2150020-1-2150020-28
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| Subject: | cointegration analysis | information shares | price discovery | spot and futures | Stock index futures | volatility spillover | Index-Futures | Index futures | China | Indien | India | Kointegration | Cointegration | Börsenkurs | Share price | Russland | Russia | Volatilität | Volatility | Derivat | Derivative | Aktienindex | Stock index | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S021909152150020X [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012657782