Intraday Price Discovery and Volatility Transmission in Stock Index and Stock Index Futures Markets: Evidence from China

By Jian Yang, Zihui Yang, Yinggang Zhou. 2012

217 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/400ee215c94a1260819453ded538b19dc9fb58cb

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In Economics and Econometrics

1. Ying Zhou
2. Xinsheng Lu

Citations in the corpus

• Multifractal Detrended Fluctuation Analysis of the Chinese Stock Index Futures Market (2013, background): “[23] investigated the intruder price discovery and volatility transmission between the Chinese CSI300 index market and the stock index futures market.”