Title: Empirical analysis of the price discovery function of the Hangseng index futures market
Abstract:To analyze the function of the Hangseng index futures market,VAR model is used to check the relationship between futures and spot.The results show that the price discovering function during the sub-lo...To analyze the function of the Hangseng index futures market,VAR model is used to check the relationship between futures and spot.The results show that the price discovering function during the sub-loan is significant,which is different from the one before the sub-loan.The performance of the Hangseng index futures market may be useful for the development of Chinese A-stock index futures.Read More
Publication Year: 2010
Publication Date: 2010-01-01
Language: en
Type: article
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