Intraday Lead/Lag Relationships between the Futures and Spot Market
This study investigates whether spot and futures markets are playing an important role in the assimilation of information and price discovery in the Indian stock market. For accomplishing this purpose, high frequency price data of 31 individual securities, observed at five minutes interval for the t...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Ala-Too International University
2012-05-01
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| Series: | Eurasian Journal of Business and Economics |
| Subjects: | |
| Online Access: | https://www.ejbe.org/EJBE2012Vol05No09p165CHOUDHARY-BAJAJ.pdf |