## Abstract This study examines commonality in trading activity by various types of institutional investors across futures and stock markets, and the dynamic relationship between the common factors in trading activity and the futuresβcash basis. The empirical results provide evidence of commonality
Informed Futures Trading and Price Discovery: Evidence from Taiwan Futures and Stock Markets
β Scribed by Lee, Yi-Tsung; Wu, Wei-Shao; Yang, Yun Hong
- Book ID
- 125360148
- Publisher
- Springer
- Year
- 2013
- Tongue
- English
- Weight
- 229 KB
- Volume
- 20
- Category
- Article
- ISSN
- 1573-6946
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