The lead-lag relationship between the FTSE100 stock index and its derivative contracts.
Research output: Contribution to journal › Article › peer-review
Electronic versions
DOI
| Original language | English |
|---|---|
| Pages (from-to) | 385-393 |
| Journal | Applied Financial Economics |
| Volume | 11 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - 1 Aug 2001 |