An empirical investigation of the lead lag relations of returns and volatilities among the.... futures and options markets and their explanations
Kang, Jangkoo et al.
An empirical investigation of the lead lag relations of returns and volatilities among the.... futures and options markets and their explanations J5205 2006 - 2006 - 235-261 V. 5 Issue. 3
Finance
Lead lag relations;Information transmission;Market efficiency;
An empirical investigation of the lead lag relations of returns and volatilities among the.... futures and options markets and their explanations J5205 2006 - 2006 - 235-261 V. 5 Issue. 3
Finance
Lead lag relations;Information transmission;Market efficiency;