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Investigation of a lead‐lag relationship between spot stock indices and their futures contracts
Author(s) -
Herbst Anthony F.,
McCormack Joseph P.,
West Elizabeth N.
Publication year - 1987
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/fut.3990070403
Subject(s) - futures contract , management , library science , history , economics , finance , computer science