Price discovery and information transmission across stock index futures : evidence from VN 30 Index Futures on Vietnam's stock market
Year of publication: |
2019
|
---|---|
Authors: | Nguyễn Thị Nhung ; Trần Thị Vân Anh ; Nguyễn Tố Nga ; Vương Thùy Linh ; Dinh Xuan Cuong |
Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 16.2019, 4, p. 262-276
|
Subject: | information transmission | price discovery | spot futures interlinkages | Vector Error Correction Model (VECM) | Vietnam's derivatives market | VN 30 Index Futures | Index-Futures | Index futures | Kointegration | Cointegration | Vietnam | Viet Nam | Derivat | Derivative | Börsenkurs | Share price | Aktienindex | Stock index | Informationsverbreitung | Information dissemination | Aktienmarkt | Stock market | Japan |
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