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Lags Between Investment Decisions and Their Causes

✍ Scribed by Shirley Almon


Book ID
125755834
Publisher
MIT Press
Year
1968
Tongue
English
Weight
459 KB
Volume
50
Category
Article
ISSN
0034-6535

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Investigation of a lead-lag relationship
✍ Anthony F. Herbst; Joseph P. McCormack; Elizabeth N. West πŸ“‚ Article πŸ“… 1987 πŸ› John Wiley and Sons 🌐 English βš– 503 KB

onsidering the newness of stock index futures, considerable analysis has been C done of the relationship between spot and futures indices, including some empirical examination of lead-lag relationships. However, most studies thus far have lacked objective measures of the timing relationship connecti