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A trading strategy based on the lead–lag relationship between the spot index and futures contract for the FTSE 100

✍ Scribed by Chris Brooks; Alistair G. Rew; Stuart Ritson

Book ID: 114174625
Publisher: Elsevier Science
Year: 2001
Tongue: English
Weight: 93 KB
Volume: 17
Category: Article
ISSN: 0169-2070
DOI: 10.1016/s0169-2070(00)00062-5

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