The Effects of CSI 300 ETFs on Price Discovery Dynamics of Stock Index Futures: Considering Changes in Trading Mechanisms

Hui BU, Lei YAO, Yingsen LI

China Journal of Econometrics ›› 2021, Vol. 1 ›› Issue (3) : 655-669.

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China Journal of Econometrics ›› 2021, Vol. 1 ›› Issue (3) : 655-669. DOI: 10.12012/CJoE2020-0022

The Effects of CSI 300 ETFs on Price Discovery Dynamics of Stock Index Futures: Considering Changes in Trading Mechanisms

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{{article.zuoZheEn_L}}. {{article.title_en}}. China Journal of Econometrics, 2021, 1(3): 655-669 https://doi.org/10.12012/CJoE2020-0022

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