The lead-lag relationship between stock index futures and spot market in Malaysia: A cointegration and error correction model approach
The difference in trading mechanisms in the stock index futures and spot markets in Malaysia is argued to contribute to the lead-lag relationship between the two.Hence, the aim of this paper is to analyze the lead-lag relationship between spot and futures markets of the Malaysian Kuala Lumpur Compo...
| Autores principales: | , |
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| Formato: | Artículo |
| Lenguaje: | English |
| Publicado: |
Chulongkorn University, Thailand
2005
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| Materias: | |
| Acceso en línea: | https://repo.uum.edu.my/id/eprint/15115/1/cje170102.pdf |