The Dynamics of Intraday Price Transmission Across the Stock Index Futures Markets: The Standard & Poor's 500, the New York Stock Exchange Composite, and the Major Market Index Futures (주가지수선물시장 상호간의 가격정보 전달구조에 관한 연구)
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- The Korean Journal of Financial Management
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- v.12 no.2
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- pp.239-271
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- 1995