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Andrew G. West · Study

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Andrew G. West

3 works· latest 2003· 1 institutionscluster: provisional

h-index3

i103

Citations147

Works here3

99

00

03

Most cited in this library

The lead-lag relationship between equities and stock index futures markets around information releases2000 · 75 citations
The impact of transaction costs on price discovery2003 · 36 citations
The Lead–Lag Relationship Between Stock Indices and Stock Index Futures Contracts: Further Australian Evidence1999 · 36 citations

Works

3 shown

The impact of transaction costs on price discovery

Pacific-Basin Finance Journal·2003·2 authors

36citations

The lead-lag relationship between equities and stock index futures markets around information releases

Journal of Futures Markets·2000·3 authors

75citations

The Lead–Lag Relationship Between Stock Indices and Stock Index Futures Contracts: Further Australian Evidence

Abacus·1999·2 authors

36citations