2012•Asia-Pacific Financial MarketsOpen access

Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data

Yang Hou, Steven Li

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Key concepts: Price discovery, Futures contract, Stock index futures, Financial economics, Index (typography), Stock market index, Stock market, Futures market

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Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data — Research Paper | ScholarLens