@article{101534ad526d46d6a33944749390afe2,
title = "Determinants of intraday price discovery in VIX exchange traded notes",
keywords = "COINTEGRATION, FUTURES, MODELS, OPTION MARKETS, STOCK, high-frequency data, price discovery, volatility ETNs",
author = "Adrian Fernandez-Perez and Bart Frijns and Ilnara Gafiatullina and Alireza Tourani-Rad",
year = "2018",
month = may,
doi = "10.1002/fut.21907",
language = "English",
volume = "38",
pages = "535--548",
journal = "Journal of Futures Markets",
issn = "0270-7314",
publisher = "Wiley-Liss Inc.",
number = "5",
}