Erratum to "Do Small Traders Contribute to Price Discovery? Evidence from the Hong Kong Hang Seng Index Markets"

Do small traders contribute to price dis

Do small traders contribute to price discovery? Evidence from the Hong Kong Hang Seng Index markets

✍ Libin Tao; Frank M. Song 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 118 KB

## Abstract Using one‐contract‐size trades in the Mini Hang Seng Index futures to proxy the activities of small traders, this study empirically investigates the information contribution of small futures traders to price discovery on the Hang Seng Index (HSI) markets. Estimated with the models of Go