Journal of Futures Markets. 1996;16(4):405-420. doi: 10.1002/(sici)1096-9934(199606)16:4<405::aid-fut3>3.0.co;2-m Q22.32025
A further investigation of the lead-lag relationship between the cash market and stock index futures market with the use of bid/ask quotes: The case of France
DOI: 10.1002/(sici)1096-9934(199606)16:4<405::aid-fut3>3.0.co;2-m
摘要