A trading strategy based on the lead–lag relationship...

International Journal of Forecasting 2001 Vol. 17; Iss. 1

A trading strategy based on the lead–lag relationship between the spot index and futures contract for the FTSE 100

Chris Brooks, Alistair G. Rew, Stuart Ritson
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Volume:
17
Year:
2001
Language:
english
Pages:
14
DOI:
10.1016/s0169-2070(00)00062-5
File:
PDF, 93 KB
english, 2001
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