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
The Lead–Lag Relationship Between Stock Indices and Stock Index Futures Contracts: Further Australian Evidence
✍ Scribed by Alex Frino; Andrew West
- Book ID
- 108513983
- Publisher
- John Wiley and Sons
- Year
- 1999
- Tongue
- English
- Weight
- 130 KB
- Volume
- 35
- Category
- Article
- ISSN
- 0001-3072
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