A Further Investigation of the Lead-Lag Relationship between the Cash Market and Stock Index Futures Market with the Use of Bid-Ask Quotes: The Case of France
| Year of publication: |
1996
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|---|---|
| Authors: | Shyy, Gang ; Vijayraghavan, Vasumathi ; Scott-Quinn, Brian |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 16.1996, 4, p. 405-420
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