What determines the intraday correlation and lead-lag relationship between an index future and a single stock?

^*Corresponding author for this work

Research output: Contribution to conference › Conference paper

Original language	English
Publication status	Published - Jan 2015
Event	International Conference on Banking, Real Estate and Financial Crises: Hong Kong, China and the World - Hong Kong, China Duration: 17 Jan 2015 → …

Conference	International Conference on Banking, Real Estate and Financial Crises: Hong Kong, China and the World
Period	17/01/15 → …

Cite this

@conference{405561e61be046ed8698d0a0d75ee6e8,

title = "What determines the intraday correlation and lead-lag relationship between an index future and a single stock?",

author = "Fung, \{Kwun Wing\}",

year = "2015",

month = jan,

language = "English",

note = "International Conference on Banking, Real Estate and Financial Crises: Hong Kong, China and the World ; Conference date: 17-01-2015",

}