Investigation of a lead‐lag relationship between spot stock indices and their futures contracts
| Year of publication: |
1987
|
|---|---|
| Authors: | Herbst, Anthony F. ; McCormack, Joseph P. ; West, Elizabeth N. |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 7.1987, 4, p. 373-381
|
| Publisher: |
John Wiley & Sons, Ltd. |