The Price Discovery Puzzle in Offshore Yuan Trading: Different Contributions for Different Contracts

Yiuman Tse; David K. Ding; Michael R. Williams

doi:10.1002/fut.21575

The Price Discovery Puzzle in Offshore Yuan Trading: Different Contributions for Different Contracts

Yiuman Tse, David K. Ding, Michael R. Williams

University of Missouri-St. Louis

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	The Journal of Futures Markets
Volume	34
DOIs	https://doi.org/10.1002/fut.21575
State	Published - 2014

Disciplines

Economics

Access to Document

10.1002/fut.21575License: Unspecified

Cite this

@article{21f1ca73f602425aa0a032ce3a6b8a1f,

title = "The Price Discovery Puzzle in Offshore Yuan Trading: Different Contributions for Different Contracts",

author = "Yiuman Tse and Ding, {David K.} and Williams, {Michael R.}",

note = "The People's Bank of China (PBC) lifted yuan trading restrictions in July of 2010 that led to offshore yuan spot trading in Hong Kong. Based on causality analyses, we find that price discovery is abs...",

year = "2014",

doi = "10.1002/fut.21575",

language = "American English",

volume = "34",

journal = "The Journal of Futures Markets",

}

TY - JOUR

T1 - The Price Discovery Puzzle in Offshore Yuan Trading: Different Contributions for Different Contracts

AU - Tse, Yiuman

AU - Ding, David K.

AU - Williams, Michael R.

N1 - The People's Bank of China (PBC) lifted yuan trading restrictions in July of 2010 that led to offshore yuan spot trading in Hong Kong. Based on causality analyses, we find that price discovery is abs...

PY - 2014

Y1 - 2014

UR - https://doi.org/10.1002/fut.21575

U2 - 10.1002/fut.21575

DO - 10.1002/fut.21575

M3 - Article

VL - 34

JO - The Journal of Futures Markets

JF - The Journal of Futures Markets

ER -

The Price Discovery Puzzle in Offshore Yuan Trading: Different Contributions for Different Contracts

Disciplines

Access to Document

Other files and links

Cite this