@article{1b66255224334f5d9264b0b0bd7131b3,
title = "Crossing of Psychological Price Levels: The Price Dynamics and Interaction between S\&P500 Index and Index Futures",
keywords = "52-week highs and lows, Index arbitrage, Lead-lag relationship, Psychological barriers, Spillover effect",
author = "Tsao, \{Chueh Yung\} and Lee, \{Chun I.\} and Shyu, \{Yih Wen\}",
note = "Publisher Copyright: {\textcopyright} 2017 The Institute of Behavioral Finance.",
year = "2017",
month = oct,
day = "2",
doi = "10.1080/15427560.2017.1344675",
language = "English",
volume = "18",
pages = "427--447",
journal = "Journal of Behavioral Finance",
issn = "1542-7560",
publisher = "Taylor and Francis Group",
number = "4",
}