机译:股指期货和现货市场之间的跨期价格发现:来自高频数据的新证据
Monash Univ Sch Business Dept Accounting & Finance Malaysia Campus Jalan Lagoon Selatan Subang Jaya 47500 Selangor Malaysia;
Int Islamic Univ Malaysia Dept Finance Kulliyyah Econ & Management Sci Jalan Gombak Kuala Lumpur 53100 Malaysia;
Int Islamic Univ Malaysia Dept Finance Kulliyyah Econ & Management Sci Jalan Gombak Kuala Lumpur 53100 Malaysia;
high-frequency data; price discovery; stock index futures; wavelet; efficient market hypothesis; arbitrage;