Work

Price discovery in the hang seng index markets: Index, futures, and the tracker fund

Year: 2004

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.20112

Authors: Raymond W. So, Yiuman Tse

Institutions: Chinese University of Hong Kong, The University of Texas at San Antonio

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2081908117

FWCI: 5.202

Cites: 55

Cited by: 132

Related to: 10