Difference of information transmission between the Chinese stock and index futures markets

ZHAO Huimin, CHEN Xiaoqian, HUANG Song

Systems Engineering - Theory & Practice ›› 2018, Vol. 38 ›› Issue (4) : 863-872.

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Systems Engineering - Theory & Practice ›› 2018, Vol. 38 ›› Issue (4) : 863-872. DOI: 10.12011/1000-6788(2018)04-0863-10

Difference of information transmission between the Chinese stock and index futures markets

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