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

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

Standard Standard

The lead-lag relationship between the FTSE100 stock index and its derivative contracts. / ap Gwilym, O.M.; Ap Gwilym, O.; Buckle, M.
In: Applied Financial Economics, Vol. 11, No. 4, 01.08.2001, p. 385-393.

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

HarvardHarvard

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, vol. 11, no. 4, pp. 385-393. https://doi.org/10.1080/096031001300313947

APA

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

CBE

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. 11(4):385-393. https://doi.org/10.1080/096031001300313947

MLA

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

VancouverVancouver

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 Aug 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. In: Applied Financial Economics. 2001 ; Vol. 11, No. 4. pp. 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 -