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

Allbwn ymchwil: Cyfraniad at gyfnodolynErthygladolygiad gan gymheiriaid

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The lead-lag relationship between the FTSE100 stock index and its derivative contracts. / ap Gwilym, O.M.; Ap Gwilym, O.; Buckle, M.
Yn: Applied Financial Economics, Cyfrol 11, Rhif 4, 01.08.2001, t. 385-393.

Allbwn ymchwil: Cyfraniad at gyfnodolynErthygladolygiad gan gymheiriaid

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ap Gwilym, OM, Ap Gwilym, O & Buckle, M 2001, 'The lead-lag relationship between the FTSE100 stock index and its derivative contracts.', Applied Financial Economics, cyfrol. 11, rhif 4, tt. 385-393. https://doi.org/10.1080/096031001300313947

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ap Gwilym OM, Ap Gwilym O, Buckle M. The lead-lag relationship between the FTSE100 stock index and its derivative contracts. Applied Financial Economics. 2001 Awst 1;11(4):385-393. doi: 10.1080/096031001300313947

Author

ap Gwilym, O.M. ; Ap Gwilym, O. ; Buckle, M. / The lead-lag relationship between the FTSE100 stock index and its derivative contracts. Yn: Applied Financial Economics. 2001 ; Cyfrol 11, Rhif 4. tt. 385-393.

RIS

TY - JOUR

T1 - The lead-lag relationship between the FTSE100 stock index and its derivative contracts.

AU - ap Gwilym, O.M.

AU - Ap Gwilym, O.

AU - Buckle, M.

PY - 2001/8/1

Y1 - 2001/8/1

U2 - 10.1080/096031001300313947

DO - 10.1080/096031001300313947

M3 - Article

VL - 11

SP - 385

EP - 393

JO - Applied Financial Economics

JF - Applied Financial Economics

SN - 0960-3107

IS - 4

ER -