The evolving nature of intraday price discovery in the Chinese CSI 300 index futures market
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DOI: 10.1007/s00181-016-1115-3
Abstract: This paper reports a study of the evolution of the intraday price discovery of the Chinese CSI 300 stock index futures, utilizing minute-by-minute data for the two consecutive periods of April 16, 2010–July 30, 2010… read more here.
Keywords: index; chinese csi; discovery chinese; intraday price ... See more keywords