Danak, Deepak, and Nikunj Patel. “A Study of Efficiency of Index Futures, Lead-Lag Relationship, and Speed of Adjustments in India Using High-Frequency Data”. Indian Journal of Finance, vol. 14, no. 4, Apr. 2020, pp. 7-23, doi:10.17010/ijf/2020/v14i4/151705.