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"The inefficiency of information transmission between stock index futures ..."

Xianhua Mi, Ru Xiao, Chaoqun Ma (2022)

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DOI: 10.1016/J.ESWA.2022.117085

access: closed

type: Journal Article

metadata version: 2022-06-28

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Xianhua Mi, Ru Xiao, Chaoqun Ma:
The inefficiency of information transmission between stock index futures and the underlying index: Measurements and characteristics. Expert Syst. Appl. 201: 117085 (2022)

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