Relationship between stock futures index and cash prices index: empirical evidence based on Malaysia data

The empirical relationship between cash price index and future price index has been studied extensively. However, only few studies have been carried out in case of emerging markets. The main focuses of the previous studies were to investigate the lead - lag or causality relationship between these...

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Bibliographic Details
Main Authors: Zakaria, Zukarnain, Shamsuddin, Sofian
Format: Article
Published: Journal of Business Studies Quarterly 2012
Subjects:
Online Access:http://eprints.utm.my/id/eprint/31161/
http://jbsq.org/wp-content/uploads/2012/12/Dec_2012_8.pdf
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