Relative informational efficiency of cash, futures, and options markets: The case of an emerging market

Journal of Banking and Finance

Volumn 25, Issue 2, 2001, Pages 355-375

  Chiang, Raymond ^a   Fong, Wai Ming ^b  

^a HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

^b CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Futures; G10; G12; G13; Hang Seng Index; Lead lag relationships; Options

Indexed keywords

EID: 0042908994     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(99)00127-2     Document Type: Article

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