Open AccessLead-lag relationship in spot and future market: Evidence from Pakistani Stock Market KSE-100 Index
Author(s) -
Hamid Ullah,
Attaullah Shah
Publication year - 2013
Publication title -
business review
Language(s) - English
Resource type - Journals
eISSN - 2788-9599
pISSN - 1990-6587
DOI - 10.54784/1990-6587.1221
Subject(s) - spot market , autoregressive conditional heteroskedasticity , volatility (finance) , stock market , economics , spot contract , stock market index , financial economics , econometrics , lead–lag compensator , index (typography) , capitalization weighted index , market risk , stock exchange , context (archaeology) , finance , geography , electricity , archaeology , control engineering , world wide web , computer science , electrical engineering , engineering , futures contract
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