<table width="100%"><tbody><tr><td><div class="articleTitle">Price discovery in the hang seng index markets: Index, futures, and the tracker fund</div><div class="articleSubTitle"></div></td></tr><tr><td>Raymond W. So^{<font size="-1"> 1</font>}, Yiuman Tse^{<font size="-1"> 2</font><font size="-1"> *</font>}</td></tr><tr><td>^{<font size="-1">1</font>}Chinese University of Hong Kong, Shatin, Hong Kong<br/>^{<font size="-1">2</font>}College of Business, University of Texas, San Antonio, Texas<br/></td></tr></tbody></table><h2><a href="http://www3.interscience.wiley.com/journal/34434/home"><font size="4">Journal of Futures Markets</font></a></h2><div class="volIss"><a href="http://www3.interscience.wiley.com/journal/109087730/issue"><font size="4">Volume 24 Issue 9</font></a><font size="4">,&nbsp;Pages&nbsp;887&nbsp;-&nbsp;907</font></div>

[此贴子已经被作者于2008-10-31 18:53:37编辑过]