The international lead-lag effect between market returns : comparison of stock index futures and cash markets
G. Geoffrey Booth ; Teppo Martikainen ; Vesa Puttonen
| Year of publication: |
1993
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|---|---|
| Authors: | Booth, G. Geoffrey |
| Other Persons: | Martikainen, Teppo (contributor) ; Puttonen, Vesa (contributor) |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 3.1993, 2, p. 59-71
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| Subject: | Granger causality test | Börsenkurs | Share price | Index-Futures | Index futures | Kapitaleinkommen | Capital income | Derivat | Derivative | Effizienzmarkthypothese | Efficient market hypothesis | USA | United States | Finnland | Finland | 1988-1990 |
| 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://www.econbiz.de/10001174456