We thank Yuelan Chen, Ning Gong and Tarun Chordia for helpful comments. We acknowledge seminar participants at the UNSW, University of Adelaide, University of Macau and National Taiwan University of Science and Technology. This study has been presented at the 2011 Midwest Finance Association Meeting and SFM conference. It is a semi-finalist for the 2011 FMA meeting best study award and a best study award recipient at the 2012 Asia-Pacific Association for Derivative conference.
Transmigration Across Price Discovery Categories: Evidence from the U.S. CDS and Equity Markets†
Article first published online: 22 FEB 2013
© 2013 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 33, Issue 6, pages 573–599, June 2013
How to Cite
Xiang, V., Chng, M. and Fang, V. (2013), Transmigration Across Price Discovery Categories: Evidence from the U.S. CDS and Equity Markets. J. Fut. Mark., 33: 573–599. doi: 10.1002/fut.21599
- Issue published online: 19 MAR 2013
- Article first published online: 22 FEB 2013
- Manuscript Received: 1 DEC 2012
- Manuscript Accepted: 1 DEC 2012
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