The impact of sampling frequency on intraday correlation and lead-lag relationships between index futures and individual stocks
Joseph K. W. Fung, Francis Lau and Yiuman Tse
| Year of publication: |
2015
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|---|---|
| Authors: | Fung, Joseph K. W. ; Lau, Francis ; Tse, Yiuman |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 35.2015, 10, p. 939-952
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| Subject: | Hong Kong Hang Seng Index futures | Index-Futures | Index futures | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Finanzmarktregulierung | Financial market regulation | Terminbörse | Futures exchange | Hongkong | Hong Kong |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011392705