@article{highfrequencyleadlagrelationshipsinthe,
  title = {High-frequency lead-lag relationships in the Chinese stock index futures market: tick-by-tick dynamics of calendar spreads},
  author = {Guanlin Li and Xiyan Chen and Yingzheng Liu},
  year = {2025},
  eprint = {2501.03171},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2501.03171v1},
}