|
|
|
|
|
Nelson Ferreira Fonseca,Wagner Moura Lamounier,Aureliano Angel Bressan
Pág. 243 - 265
This article aims to identify profitable trading strategies based on the effects of leads and lags between the spot and futures equity markets in Brazil, using high frequency data. To achieve this objective and based on historical data of the Bovespa and...
ver más
|
|
|
|
|