Matches in SemOpenAlex for { <https://semopenalex.org/work/W566113487> ?p ?o ?g. }
Showing items 1 to 72 of
72
with 100 items per page.
- W566113487 abstract "This is the first study to examine the intraday price discovery process between the Singapore Exchange and the China Financial Futures Exchange. Using one- and five-minute high-frequency data from May to November 2011, we found that China’s CSI 300 index futures dominated Singapore’s A50 index futures in terms of the price discovery process. However, A50 futures contracts also made a substantial contribution (26%-37%) to the price discovery process. A further division of the sample period into two sub-periods found that A50 futures dominated the price discovery process from May to August 2011 and that CSI 300 futures dominated the process from August to November 2011. These results have important implications for both traders and policymakers." @default.
- W566113487 created "2016-06-24" @default.
- W566113487 creator A5008162674 @default.
- W566113487 creator A5024028383 @default.
- W566113487 creator A5036910122 @default.
- W566113487 creator A5076797866 @default.
- W566113487 date "2013-11-08" @default.
- W566113487 modified "2023-09-24" @default.
- W566113487 title "A Tale of Two Index Futures: The Intraday Price Discovery Process between the China Financial Futures Exchange and the Singapore Exchange" @default.
- W566113487 cites W2011695088 @default.
- W566113487 cites W2016087196 @default.
- W566113487 cites W2034707435 @default.
- W566113487 cites W2045716677 @default.
- W566113487 cites W2153900362 @default.
- W566113487 hasPublicationYear "2013" @default.
- W566113487 type Work @default.
- W566113487 sameAs 566113487 @default.
- W566113487 citedByCount "0" @default.
- W566113487 crossrefType "posted-content" @default.
- W566113487 hasAuthorship W566113487A5008162674 @default.
- W566113487 hasAuthorship W566113487A5024028383 @default.
- W566113487 hasAuthorship W566113487A5036910122 @default.
- W566113487 hasAuthorship W566113487A5076797866 @default.
- W566113487 hasConcept C106159729 @default.
- W566113487 hasConcept C106306483 @default.
- W566113487 hasConcept C136764020 @default.
- W566113487 hasConcept C144133560 @default.
- W566113487 hasConcept C162324750 @default.
- W566113487 hasConcept C166957645 @default.
- W566113487 hasConcept C191935318 @default.
- W566113487 hasConcept C205649164 @default.
- W566113487 hasConcept C2777382242 @default.
- W566113487 hasConcept C39658296 @default.
- W566113487 hasConcept C41008148 @default.
- W566113487 hasConceptScore W566113487C106159729 @default.
- W566113487 hasConceptScore W566113487C106306483 @default.
- W566113487 hasConceptScore W566113487C136764020 @default.
- W566113487 hasConceptScore W566113487C144133560 @default.
- W566113487 hasConceptScore W566113487C162324750 @default.
- W566113487 hasConceptScore W566113487C166957645 @default.
- W566113487 hasConceptScore W566113487C191935318 @default.
- W566113487 hasConceptScore W566113487C205649164 @default.
- W566113487 hasConceptScore W566113487C2777382242 @default.
- W566113487 hasConceptScore W566113487C39658296 @default.
- W566113487 hasConceptScore W566113487C41008148 @default.
- W566113487 hasLocation W5661134871 @default.
- W566113487 hasOpenAccess W566113487 @default.
- W566113487 hasPrimaryLocation W5661134871 @default.
- W566113487 hasRelatedWork W152966509 @default.
- W566113487 hasRelatedWork W1970326751 @default.
- W566113487 hasRelatedWork W1990112281 @default.
- W566113487 hasRelatedWork W2027530807 @default.
- W566113487 hasRelatedWork W2030257044 @default.
- W566113487 hasRelatedWork W207331567 @default.
- W566113487 hasRelatedWork W2098388069 @default.
- W566113487 hasRelatedWork W2158171437 @default.
- W566113487 hasRelatedWork W2257940251 @default.
- W566113487 hasRelatedWork W2365049394 @default.
- W566113487 hasRelatedWork W2373144427 @default.
- W566113487 hasRelatedWork W2625982123 @default.
- W566113487 hasRelatedWork W3048728456 @default.
- W566113487 hasRelatedWork W3122316853 @default.
- W566113487 hasRelatedWork W3124391717 @default.
- W566113487 hasRelatedWork W3196370512 @default.
- W566113487 hasRelatedWork W2277028941 @default.
- W566113487 hasRelatedWork W2516800359 @default.
- W566113487 hasRelatedWork W3123287279 @default.
- W566113487 hasRelatedWork W3124397035 @default.
- W566113487 isParatext "false" @default.
- W566113487 isRetracted "false" @default.
- W566113487 magId "566113487" @default.
- W566113487 workType "article" @default.