Pengaruh kekerapan dagangan terhadap kesan pimpin-lengah antara pasaran niagaan kedepan dengan indeks saham di Malaysia

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Pengaruh kekerapan dagangan terhadap kesan pimpin-lengah antara pasaran niagaan kedepan dengan indeks saham di Malaysia

The lead-lag effect between stock index futures and stock index has attracted the interest of finance researchers to identify the factors that contributed to the phenomenon. Stock index futures play an important role in the price discovery process since it leads the stock index in responding to new...

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Bibliographic Details
Main Author:	Noor Azuddin Yakob
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2005
Online Access:	http://journalarticle.ukm.my/1761/ http://journalarticle.ukm.my/1761/1/Jp24-02.pdf

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