Could the Extended Trading of CSI 300 Index Futures Facilitate Its Role of Price Discovery
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DOI: 10.1002/fut.21804
Abstract: This study examines the role of extended CSI 300 Index futures trading in price discovery. As a prerequisite for the facilitation of price discovery, we first confirm that extended trading is weakâform efficient and driven… read more here.
Keywords: extended trading; index; trading; price ... See more keywords