Kang, Jangkoo et al. <br/><br/>
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 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Finance
<br/><br/><label>Subjects--Index Terms: </label>Lead lag relations;Information transmission;Market efficiency;