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~person:"Blanning, Robert W."
~person:"Fung, Joseph K. W."
~person:"Jarnecic, Elvis"
~subject:"Finanzmarktregulierung"
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Finanzmarktregulierung
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Blanning, Robert W.
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The journal of futures markets
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ECONIS (ZBW)
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The impact of sampling frequency on intraday correlation and lead-lag relationships between index futures and individual stocks
Fung, Joseph K. W.
;
Lau, Francis
;
Tse, Yiuman
- In:
The journal of futures markets
35
(
2015
)
10
,
pp. 939-952
Persistent link: https://www.econbiz.de/10011392705
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2
Mispricing of index futures contracts and short sales constraints
Fung, Joseph K. W.
;
Draper, Paul R.
- In:
The journal of futures markets
19
(
1999
)
6
,
pp. 695-715
Persistent link: https://www.econbiz.de/10001410400
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