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The lead-lag relationship between equities and stock index futures markets around information releases
Frino, Alex; Walter, Terry S.; West, Andrew - In: The journal of futures markets 20 (2000) 5, pp. 467-487
Persistent link: https://www.econbiz.de/10001500120
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The impact of transaction costs on price discovery : evidence from cross-listed stock index futures contracts
Frino, Alex; West, Andrew - In: Pacific-Basin finance journal 11 (2003) 2, pp. 139-151
Persistent link: https://www.econbiz.de/10001758257