An alternative approach to investigating lead-lag relationships between stock and stock index futures markets

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Applied Financial Economics, Vol. 9, Iss. 6, 1999-12 ,pp. : 605-613

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The lead-lag relationship between the FTSE100 stock index and its derivative contracts

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Applied Financial Economics, Vol. 11, Iss. 4, 2001-08 ,pp. : 385-393

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Lead-lag patterns between small and large size portfolios in the London stock exchange

By Mills Terence C.   Jordanov Jordan V.  

Applied Financial Economics, Vol. 11, Iss. 5, 2001-10 ,pp. : 489-495

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The impact of stock index futures on the Korean stock market

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Applied Financial Economics, Vol. 14, Iss. 4, 2004-01 ,pp. : 243-251

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Explaining the dynamics of the NIKKEI 225 stock and stock index futures markets by using the SETAR model

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Applied Financial Economics Letters, Vol. 3, Iss. 2, 2007-03 ,pp. : 77-83

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