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%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
}
