Price discovery in Chinese stock index futures market: new evidence based on intraday data (Q1945436)

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Price discovery in Chinese stock index futures market: new evidence based on intraday data
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    Price discovery in Chinese stock index futures market: new evidence based on intraday data (English)
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    8 April 2013
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    CSI300 index futures market
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    price discovery
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    Granger causality
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    common factor measure
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    VECM
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