Intraday lead-lag relationships between the futures, options and stock market

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@article{49c92cc9ec51426cab6b7822dd085c5a,

title = "Intraday lead-lag relationships between the futures, options and stock market",

author = "M.W.M. Donders and {de Jong}, F.C.J.M.",

year = "1998",

language = "English",

volume = "1",

pages = "337--359",

journal = "European Finance Review",

issn = "1382-6662",

publisher = "Kluwer Academic Publishers",

number = "3",

}