The lead-lag relationship between equities and stock index futures markets around information releases
Alex Frino; Terry Walter; Andrew West
| Year of publication: |
2000
|
|---|---|
| Authors: | Frino, Alex ; Walter, Terry S. ; West, Andrew |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 20.2000, 5, p. 467-487
|
| Subject: | Index-Futures | Index futures | Börsenkurs | Share price | Theorie | Theory | Ankündigungseffekt | Announcement effect | Schätzung | Estimation | Australien | Australia | 1995-1996 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of futures markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001500120