An alternative approach to investigating lead-lag relationships between stock and stock index futures markets
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/096031099332050
Reference22 articles.
1. DID BLACK MONDAY HAVE A PERMANENT EFFECT?
2. Testing for non-linearity in daily sterling exchange rates
3. A Further Analysis of the Lead–Lag Relationship Between the Cash Market and Stock Index Futures Market
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