Price discovery between regular and mini index futures in the Taiwan Futures Exchange
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- repec:eee:reveco:v:55:y:2018:i:c:p:308-323 is not listed on IDEAS
- Liu, Dehong & Lung, Pei Peter & Lallemand, Justin, 2015. "Anticipation of takeovers in stock and options markets," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 19-35.
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More about this item
KeywordsPrice discovery; Information shares; Liquidity; Mini futures;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
StatisticsAccess and download statistics
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