Lead-lag relationship between stock futures index and cash price index in Malaysia / Ahmad Syazwan Hirun Azaman

The relationship between spot price index and futures price index has been heavily studied by researchers empirically and theoretically. The downside of these studies is that only several studies were conducted in emerging markets and most of them were focused more on the developing market. In perfe...

Full description

Bibliographic Details
Main Author: Hirun Azaman, Ahmad Syazwan
Format: Student Project
Language:English
Published: Faculty of Business Management, Universiti Teknologi MARA 2018
Subjects:
Online Access:http://ir.uitm.edu.my/id/eprint/26717/
http://ir.uitm.edu.my/id/eprint/26717/1/PPb_AHMAD%20SYAZWAN%20HIRUN%20AZAMAN%20BM%20J%2018_5.pdf