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

M.W.M. Donders, F.C.J.M. de Jong

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)337-359
JournalEuropean Finance Review
Volume1
Issue number3
Publication statusPublished - 1998

Cite this

@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",

}

Intraday lead-lag relationships between the futures, options and stock market. / Donders, M.W.M.; de Jong, F.C.J.M.

In: European Finance Review, Vol. 1, No. 3, 1998, p. 337-359.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Intraday lead-lag relationships between the futures, options and stock market

AU - Donders, M.W.M.

AU - de Jong, F.C.J.M.

PY - 1998

Y1 - 1998

M3 - Article

VL - 1

SP - 337

EP - 359

JO - European Finance Review

JF - European Finance Review

SN - 1382-6662

IS - 3

ER -