## Abstract This paper focuses on the increasing competition between exchanges for listing similar index futures contracts and the impact this has on information dissemination between various markets. Specifically, using both the Hasbrouck and Gonzalo–Granger methodologies for extracting the inform
Price discovery between regular and mini index futures in the Taiwan Futures Exchange
✍ Scribed by Wang, Yun-Yi; Chang, Chiung-Chiao; Lee, Wan-Chen
- Book ID
- 122018233
- Publisher
- Elsevier Science
- Year
- 2013
- Tongue
- English
- Weight
- 588 KB
- Volume
- 27
- Category
- Article
- ISSN
- 1059-0560
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