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