Investigating the Intraday Interdependence Between the Index Futures and Stock Index at Different Time Scales : Evidence from Bursa Malaysia

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Investigating the Intraday Interdependence Between the Index Futures and Stock Index at Different Time Scales : Evidence from Bursa Malaysia

This study examines the intraday dynamic association between the Bursa Malaysia futures and its underlying spot markets. Specifically, the study focuses on the price discovery concept and volatility transmission mechanism between the FKLI futures and the FBMKLC index using three high-frequency (10 m...

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Bibliographic Details
Main Author:	Kunle-Ogunlusi, Nene
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2016
Online Access:	https://eprints.nottingham.ac.uk/37375/

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