Investigation of a lead‐lag relationship between spot stock indices and their futures contracts
- 1 August 1987
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 7 (4), 373-381
- https://doi.org/10.1002/fut.3990070403
Abstract
No abstract availableThis publication has 7 references indexed in Scilit:
- The relationship between spot and futures prices in stock index futures markets: Some preliminary evidenceJournal of Futures Markets, 1983
- The pricing of stock index futuresJournal of Futures Markets, 1983
- The Performance of Market Index Futures ContractsCFA Magazine, 1983
- Market Index Futures Contracts: Some Thoughts on Delivery DatesCFA Magazine, 1982
- The Analysis of Time Series: An IntroductionPublished by Springer Science and Business Media LLC ,1980
- Bivariate Spectral Analysis of the Capital Asset Pricing ModelJournal of Financial and Quantitative Analysis, 1978
- A NOTE ON SPECTRAL ANALYSIS OF STOCHASTIC SERIESDecision Sciences, 1973