Index-Futures Lead-Lag And Price -Volume Causality: A Study Of The Malaysian Stock Index Futures Market

Although much research has been undertaken on the index-futures lead-laq and price-volume causality in developed countries hardly has any been focused on the Malaysian stock index futures market. This study focuses on the index-futures lead-laq and price-volume causality in the Malaysian stock index...

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Bibliographic Details
Main Author: Ramasamy, Suganthi
Format: Thesis
Published: 2003
Subjects:
Online Access:http://shdl.mmu.edu.my/50/