An Alternative Approach to Investigating Lead-lag Relationships Between Stock Index and Stock Index Futures Markets

Ian Garrett, C Brooks, M. Hinich

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

Original language	English
Journal	Applied Financial Economics
Volume	9
Publication status	Published - 1999

Cite this

@article{ad12097354fc4c40a05b7516c0933244,

title = "An Alternative Approach to Investigating Lead-lag Relationships Between Stock Index and Stock Index Futures Markets",

author = "Ian Garrett and C Brooks and M. Hinich",

year = "1999",

language = "English",

volume = "9",

journal = "Applied Financial Economics",

issn = "0960-3107",

publisher = "Routledge",

}