The Lead-Lag Relationship between Equities and Stock Index Futures Markets around Information Releases
Year of publication: |
2000
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Authors: | Frino, Alex ; Walter, Terry ; West, Andrew |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 20.2000, 5, p. 467-488
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