Price discovery and investor structure in stock index futures

By Martin T. Bohl, Christian A. Salm, Michael Schuppli. 2011

133 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/05a8790f94964db1fb7bd152b743fd2a1f7f50d1

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Shaen Corbet
2. Brian M. Lucey
3. Samuel A. Vigne
4. Maurice Peat
5. L. Yarovaya
6. Andrew Urquhart
7. Paraskevi Katsiampa
8. Ender Demir

In Finance

1. Samuel A. Vigne
2. Shaen Corbet
3. Brian M. Lucey
4. Maurice Peat
5. A. H. Dyhrberg

Citations in the corpus

• Bitcoin Futures—What use are they? (2018, methodology): “It is generally accepted that futures contracts lead their respective underlying assets in price discovery: see Bohl et al. [2011], Rosenberg and Traub [2009], Cabrera et al. [2009], and Hauptfleisch et al. [2016]. These results highlight the importance of market structure and instrument type. The f”