Price discovery in the S&P 500 index derivatives markets

International Review of Economics & Finance - Tập 45 - Trang 438-452 - 2016
Wei‐Peng Chen1, Huimin Chung2, Donald Lien3
1Department of Information and Finance Management, National Taipei University of Technology, Taipei, Taiwan
2Institute of Finance, National Chiao Tung University, Hsinchu, Taiwan
3Department of Economics, University of Texas at San Antonio, San Antonio, TX, USA

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