Price Discovery In The Athens Derivatives Exchange: Evidence For The Ftse/Ase-20 Futures Market
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More about this item
KeywordsAthens Derivatives Exchange; FTSE/ASE 20 futures contract; Price discovery; Cointegration analysis; Causality;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-12-20 (All new papers)
- NEP-FIN-2005-12-20 (Finance)
- NEP-FMK-2005-12-20 (Financial Markets)
- NEP-IFN-2005-12-20 (International Finance)
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