A multi-market comparison of the intraday lead-lag relations among stock index-based spot, futures and options
Fei Ren, Mei-Ling Cai, Sai-Ping Li, Xiong Xiong, Zhang-HangJian Chen
| Year of publication: |
2023
|
|---|---|
| Authors: | Ren, Fei ; Cai, Mei-Ling ; Li, Sai-Ping ; Xiong, Xiong ; Chen, Zhang-HangJian |
| Subject: | High-frequency data | Information share model | Lead-lag relation | SSE 50 | Thermal optimal path | Theorie | Theory | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Derivat | Derivative | Futures | Optionsgeschäft | Option trading |
freely available