Price Discovery In The Athens Derivatives Exchange: Evidence For The Ftse/Ase-20 Futures Market
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More about this item
Keywords
Athens Derivatives Exchange; FTSE/ASE 20 futures contract; Price discovery; Cointegration analysis; Causality;All these keywords.
JEL classification:
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FIN-2005-12-20 (Finance)
- NEP-FMK-2005-12-20 (Financial Markets)
- NEP-IFN-2005-12-20 (International Finance)
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