Trades or quotes : which drives price discovery? : evidence from Chinese index futures markets
Year of publication: |
2022
|
---|---|
Authors: | Jin, Liwei ; Yuan, Xianghui ; Wang, Shihao ; Li, Peiran ; Lian, Feng |
Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2022, 12, p. 2235-2247
|
Subject: | price discovery | index futures | quote | spread | trade | Index-Futures | Index futures | Börsenkurs | Share price | Wertpapierhandel | Securities trading | China |
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