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

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

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...