The impact of sampling frequency on intraday correlation and lead-lag relationships between index futures and individual stocks

Kwun Wing Fung, Francis Lau, Yiuman Tse

    Research output: Contribution to conferencePaper

    Original languageEnglish
    Publication statusPublished - Oct 2014
    Event3rd International Conference on Futures and Derivative Markets = 第三届期货与衍生品市场国际会议 - Shanghai, China
    Duration: 31 Oct 20141 Nov 2014

    Conference

    Conference3rd International Conference on Futures and Derivative Markets = 第三届期货与衍生品市场国际会议
    Period31/10/141/11/14

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