RePEcOther
LeadLag Relationship: Futures vs. Cash Index
Futures vs. Cash Index: Research shows that the CSI 300 index futures typically precede the cash index by 0-5 minutes, but this lead time can vary depending on market conditions.
Featured in No. 40 on 13 Mar 2024 ·
- Released
- 9 Jun 2023
- First featured
- No. 40 · 13 Mar 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 21
- Identifier
- RePEc:taf:reroxx:v:36:y:2023:i:1:p:1549-1569
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).