Price discovery across the stock index futures and the ETF markets: Intra-day evidence from the S&P 500, Nasdaq-100 and DJIA indices

Mei Maun Hseu*, Hui-Min Chung, Erh Yin Sun

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

7 Scopus citations

Fingerprint Dive into the research topics of 'Price discovery across the stock index futures and the ETF markets: Intra-day evidence from the S&P 500, Nasdaq-100 and DJIA indices'. Together they form a unique fingerprint.

Business & Economics