## Abstract Using highβfrequency data, this study investigates intraday price discovery and volatility transmission between the Chinese stock index and the newly established stock index futures markets in China. Although the Chinese stock index started a sharp decline immediately after the stock in
Transmission of Stock Returns and Volatility between the U.S. and Japan: Evidence from the Stock Index Futures Markets
β Scribed by Ming-Shiun Pan; L. Paul Hsueh
- Book ID
- 110284860
- Publisher
- Springer
- Year
- 1998
- Tongue
- English
- Weight
- 85 KB
- Volume
- 5
- Category
- Article
- ISSN
- 1573-6946
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