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A Multi-market Comparison of the Intraday Lead-Lag Relations Among Stock Index-Based Spot, Futures and Options.
Ren, Fei; Cai, Mei-Ling; Li, Sai-Ping; Xiong, Xiong; Chen, Zhang-HangJian.
Afiliação
  • Ren F; Present Address: School of Business, East China University of Science and Technology, 130 Meilong Road, P.O. Box 114, Shanghai, 200237 China.
  • Cai ML; Research Center for Econophysics, East China University of Science and Technology, Shanghai, 200237 China.
  • Li SP; Department of Mathematics, East China University of Science and Technology, Shanghai, 200237 China.
  • Xiong X; Present Address: School of Business, East China University of Science and Technology, 130 Meilong Road, P.O. Box 114, Shanghai, 200237 China.
  • Chen ZH; Institute of Physics, Academia Sinica, Taipei, 115 Taiwan.
Comput Econ ; 62(1): 1-28, 2023.
Article em En | MEDLINE | ID: mdl-35601934

Texto completo: 1 Base de dados: MEDLINE Tipo de estudo: Prognostic_studies Idioma: En Ano de publicação: 2023 Tipo de documento: Article

Texto completo: 1 Base de dados: MEDLINE Tipo de estudo: Prognostic_studies Idioma: En Ano de publicação: 2023 Tipo de documento: Article