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- W2373144427 abstract "The paper used Chan model and GS model to make a research on the efficiency of price discovery in China's stock index futures market. It's found that CSI 300 futures in the four years of the listed transactions have shown a certain extent price discovery function. But in the listing of the fourth year,they began to dominate in the price discovery. It shows a changed process from weak to strong in price discovery function in China 's stock index futures. Finally,the paper applies the modified information share model and factor shares model to measure the contribution of CSI 300 futures in price discovery and it's found that the contribution of stock index futures on price discovery also shows a process that changed from small to big." @default.
- W2373144427 created "2016-06-24" @default.
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- W2373144427 date "2014-01-01" @default.
- W2373144427 modified "2023-09-26" @default.
- W2373144427 title "Empirical Study on the Efficiency of Price Discovery in China's Stock Index Futures Market" @default.
- W2373144427 hasPublicationYear "2014" @default.
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