ScholarLens Back to search
2013•Lecture notes in electrical engineeringRequires access

The Information Efficiency of Stock Index Futures in China

Qianwei Yi, Ziying Liang

Open publisher page 1 citations

Abstract

This record does not include an abstract. Use the full-text link above if available.

About this research paper

What this paper is about

An abstract is not available in the OpenAlex record for this paper.

Why it matters

OpenAlex reports 1 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Key concepts: Futures contract, Financial economics, Economics, Stock market, Spot market, Forward market, Granger causality, Cointegration

Related papers

Related paper 1Related paper 2Related paper 3
Back to paper searchBrowse research topicsOriginal source
The Information Efficiency of Stock Index Futures in China — Research Paper | ScholarLens