Document Type

Conference Paper

Department/Unit

Department of Finance & Decision Sciences

Title

The impact of sampling frequency on intraday correlation and lead-lag relationships between index futures and individual stocks

Language

English

Publication Date

2014

Source Publication Title

3rd International Conference on Futures and Derivative Markets = 第三届期货与衍生品市场国际会议

Conference Location

Shanghai, China

Publisher

n.a.

This document is currently not available here.

Share

COinS