The Impacts of Transaction Costs on Price Discovery: Evidence from China Stock Index Futures during Market Crash

Kewei XU, Xiong XIONG, Dehua SHEN

China Journal of Econometrics ›› 2021, Vol. 1 ›› Issue (3) : 637-654.

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China Journal of Econometrics ›› 2021, Vol. 1 ›› Issue (3) : 637-654. DOI: 10.12012/CJoE2020-0017

The Impacts of Transaction Costs on Price Discovery: Evidence from China Stock Index Futures during Market Crash

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{{article.zuoZheEn_L}}. {{article.title_en}}. China Journal of Econometrics, 2021, 1(3): 637-654 https://doi.org/10.12012/CJoE2020-0017

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