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Economic Research-Ekonomska Istraživanja Volume 32, 2019 - Issue 1

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Empirical study on the efficiency of the stock index futures market from the information and functional perspectives – empirical evidence from China

Yang QuSchool of Economics, Northeast Normal University, Changchun, ChinaCorrespondence[email protected]
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Pan XiongSchool of Economics, Northeast Normal University, Changchun, ChinaView further author information

Pages 3733-3753 | Received 10 Jun 2018, Accepted 27 Aug 2019, Published online: 18 Oct 2019

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https://doi.org/10.1080/1331677X.2019.1674174
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Bing Anderson. (2023) A tick-by-tick level measurement of the lead-lag duration between cryptocurrencies: The case of Bitcoin versus Cardano. Investment Management and Financial Innovations 20:1, pages 174-183.
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Dejan Živkov, Boris Kuzman & Jonel Subić. (2020) What Bayesian quantiles can tell about volatility transmission between the major agricultural futures?. Agricultural Economics (Zemědělská ekonomika) 66:5, pages 215-225.
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