What determine the information shares in the price discovery process between the index futures and the underlying cash index?

  • Ka Wan Cheng

    Student thesis: Master's Thesis


    Please refer to the "Abstract & TOC" file on the right side
    Date of Award2008
    Original languageEnglish
    SupervisorJoseph K W FUNG (Supervisor)

    User-Defined Keywords

    • China
    • Hong Kong
    • Stock exchanges
    • Stock index futures


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