Intertemporal price discovery between stock index futures and spot markets: New evidence from high‐frequency data
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DOI: 10.1002/ijfe.1827
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Cited by:
- Liwei Jin & Xianghui Yuan & Li Peiran & Hailun Xu & Feng Lian, 2023. "Option features and price discovery in convertible bonds," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(3), pages 384-403, March.
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