%0 Journal Article %1 Brooks2001b %A Brooks, Chris %A Rew, Alistair G. %A Ritson, Stuart %D 2001 %J International Journal of Forecasting %K Stock futures index %N 1 %P 31--44 %T A trading strategy based on the lead-lag relationship between the spot index and futures contract for the FTSE 100 %U http://www.sciencedirect.com/science/article/B6V92-428DM33-3/1/3a2037c6a3391d1c7e8bbc5dcaf15060 %V 17

@article{Brooks2001b, added-at = {2008-04-22T15:17:45.000+0200}, author = {Brooks, Chris and Rew, Alistair G. and Ritson, Stuart}, biburl = {https://www.bibsonomy.org/bibtex/2666fd1ae24cf34da011b405af8918de3/smicha}, interhash = {880870a2efd8bd664f378fc2f8ba959c}, intrahash = {666fd1ae24cf34da011b405af8918de3}, journal = {International Journal of Forecasting}, keywords = {Stock futures index}, month = {00}, number = 1, pages = {31--44}, timestamp = {2008-04-22T15:21:20.000+0200}, title = {A trading strategy based on the lead-lag relationship between the spot index and futures contract for the FTSE 100}, url = {http://www.sciencedirect.com/science/article/B6V92-428DM33-3/1/3a2037c6a3391d1c7e8bbc5dcaf15060}, volume = 17, year = 2001 }