SSRNOther
LeadLag Relationships in Stock Futures
The study investigates the relationships between different maturity stock index futures contracts in China, finding that price discovery is led by near-month contracts.
Featured in No. 82 on 15 Jan 2025 · 5 days after release
- Released
- 10 Jan 2025
- First featured
- No. 82 · 15 Jan 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 6
- Identifier
- SSRN 5092250
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