Intraday and Interday Basis Dynamics: Evidence from the FTSE 100 Index Futures Market
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Canto, Bea & Kräussl, Roman, 2007. "Electronic trading systems and intraday non-linear dynamics: An examination of the FTSE 100 cash and futures returns," CFS Working Paper Series 2007/20, Center for Financial Studies (CFS).
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