The Lead-Lag Relationship between Equities and Stock Index Futures Markets around Information Releases
| Year of publication: |
2000
|
|---|---|
| Authors: | Frino, Alex ; Walter, Terry ; West, Andrew |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 20.2000, 5, p. 467-488
|