Market Volatility Trends
The paper uses a dynamic model to study China's stock index futures market, finding that the futures market's pricing discovery ability is weaker than the spot market's.
Featured in No. 51 on 28 May 2024 · 4 days after release
- Released
- 24 May 2024
- First featured
- No. 51 · 28 May 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 4
- Identifier
- SSRN 4840859
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).