An Empirical Study on the Linkage between Shanghai and Shenzhen Stock Index Futures and Spot Prices

Yuankun Xue, Ubaldo Comite. An Empirical Study on the Linkage between Shanghai and Shenzhen Stock Index Futures and Spot Prices. In M. James C. Crabbe, Rita Yi Man Li, Rebecca Kechen Dong, Otilia Manta, Ubaldo Comite, editors, ISBDAI 2020, 2nd International Conference on Big Data and Artificial Intelligence, Johannesburg, South Africa, October 15-16, 2020. pages 255-260, ACM, 2020. [doi]

Authors

Yuankun Xue

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Ubaldo Comite

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