The lead–lag relationship between stock indices and stock index futures contracts: Further Australian evidence

Abacus

Volumn 35, Issue 3, 1999, Pages 333-341

  Frino, Alex ^a   West, Andrew ^a  

^a UNIVERSITY OF SYDNEY   (Australia)

Author keywords

Integration; Lagging; Leading; Market; Pricing

Indexed keywords

EID: 0012166133     PISSN: 00013072     EISSN: 14676281     Source Type: Journal    
DOI: 10.1111/1467-6281.00049     Document Type: Article

References (0)