A further analysis of the lead-lag relationship between the cash market and stock index futures market
Year of publication: |
1992
|
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Authors: | Chan, Kalok |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 5.1992, 1, p. 132-152
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Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Index-Futures | Index futures | USA | United States | 1984-1987 |
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