The temporal price relationship between the stock index futures and the underlying stock index: evidence from Malaysia

The stock index futures was introduced in Malaysia in December 1995 with the launching of the futures contract on the Kuala Lumpur Stock Exchange Composite Index. Due to its recentness in the country, many issues pertaining to this equity derivatives instrument have not been explored. Thus, the deve...

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Bibliographic Details
Main Authors: Abdullah, Mahdhir, Mohd Nasir, Annuar, Ramadilli Mohd, Shamsher Mohamad, Ahmed, Huson Joher Ali, Hassan, Taufiq
Format: Article
Language:English
Published: Universiti Putra Malaysia Press 2002
Online Access:http://psasir.upm.edu.my/id/eprint/3375/1/The_Temporal_Price_Relationship_between_the_Stock_Index_Futures_and.pdf
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