Macroeconomic announcements and price discovery in the CSI 300 stock index futures market

ZHOU Zhou, CHENG Si-wei

Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (12) : 3045-3053.

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Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (12) : 3045-3053. DOI: 10.12011/1000-6788(2013)12-3045

Macroeconomic announcements and price discovery in the CSI 300 stock index futures market

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