Author:
Chiang Raymond,Fong Wai-Ming
Subject
Economics and Econometrics,Finance
Reference18 articles.
1. The profitability of index futures arbitrage: Evidence from bid–ask quotes;Bae;Journal of Futures Markets,1998
2. Chan, K., 1990. Information in the cash market and stock index futures market. Unpublished dissertation, Ohio State University, Columbus, OH
3. A further analysis of the lead–lag relationship between the cash market and stock index futures market;Chan;Review of Financial Studies,1992
4. Why option prices lag stock prices: A trading-base explanation;Chan;Journal of Finance,1993
5. Stock index futures: Does the tail wag the dog?;Finnerty;Financial Analyst Journal,1987
Cited by
50 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献