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Intraday Lead-Lag Relationships Between the Futures-, Options and Stock Market

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References

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1988Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices

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350 cited

1983Friction in the trading process and the estimation of systematic risk345 cited

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2018Dynamic lead–lag relationship between stock indices and their derivatives: A comparative study between Chinese mainland, Hong Kong and US stock markets27 cited
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