Study on the Lead and Lag Relationship Between the Kuala Lumpur Stock Exchange Composite Index Futures Contract and its Underlying Kuala Lumpur Stock Exchange Composite Index
The birth of the Kuala Lumpur Stock Exchange Composite Index futures contract (FKLI) in December 1 995 creates a lot of opportunities for research in the area of financial derivatives. This paper looks into the lead and lag relationship between the FKLI returns and the Kuala Lumpur Stock Exchange...
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| Format: | Thesis |
| Language: | English English |
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2001
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| Online Access: | http://psasir.upm.edu.my/id/eprint/7942/1/GSM_2001_12_.pdf |