## Abstract In this paper, price discovery among the Hang Seng Index markets is investigated using the Hasbrouck and Gonzalo and Granger commonβfactor models and the multivariate generalized autoregressive conditional heteroskedasticity (MβGARCH) model. Minuteβbyβminute data from the Hang Seng Inde
β¦ LIBER β¦
Effects of electronic trading on the Hang Seng Index futures market
β Scribed by Joseph K.W. Fung; Donald Lien; Yiuman Tse; Yiu Kuen Tse
- Book ID
- 113664107
- Publisher
- Elsevier Science
- Year
- 2005
- Tongue
- English
- Weight
- 129 KB
- Volume
- 14
- Category
- Article
- ISSN
- 1059-0560
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