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A further investigation of the lead-lag relationship between the cash market and stock index futures market with the use of bid/ask quotes: The case of France

✍ Scribed by Shyy, Gang; Vijayraghavan, Vasumathi; Scott-Quinn, Brian

Publisher: John Wiley and Sons
Year: 1996
Tongue: English
Weight: 787 KB
Volume: 16
Category: Article
ISSN: 0270-7314
DOI: 10.1002/(sici)1096-9934(199606)16:4<405::aid-fut3>3.0.co;2-m

No coin nor oath required. For personal study only.

✦ Synopsis

Much research has investigated the lead-lag relationship of the cash market and the stock index futures market with the use of transaction data.

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