Restrictions on Short‐Selling and Spot‐Futures Dynamics

• 1 January 1999
• journal article
• Published by Wiley in Journal of Business Finance & Accounting
• Vol. 26  (1-2) , 227-248
• https://doi.org/10.1111/1468-5957.00254

Abstract

Keywords

• INDEX FUTURES
• SHORT‐SALES RESTRICTIONS
• ERROR‐CORRECTION MODEL
• LEAD‐LAG RELATIONSHIP
• INDEX FUTURES
• SHORT‐SALES RESTRICTIONS
• ERROR‐CORRECTION MODEL
• LEAD‐LAG RELATIONSHIP