The lead-lag relationship between the FTSE100 stock index and its derivative contracts.

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	385-393
Journal	Applied Financial Economics
Volume	11
Issue number	4
DOIs	https://doi.org/10.1080/096031001300313947
Publication status	Published - 1 Aug 2001

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title = "The lead-lag relationship between the FTSE100 stock index and its derivative contracts.",

author = "\{ap Gwilym\}, O.M. and \{Ap Gwilym\}, O. and M. Buckle",

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