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Technological links and predictable returns
Lee, Charles M. C.; Sun, Stephen Teng; Wang, Rongfei; … - In: Journal of financial economics 132 (2019) 3, pp. 76-96
Persistent link: https://www.econbiz.de/10012164014
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A frog in every pan : information discreteness and the lead-lag returns puzzle
Huang, Shiyang; Lee, Charles M. C.; Song, Yang; Xiang, Hong - In: Journal of financial economics 145 (2022) 2,1, pp. 83-102
Persistent link: https://www.econbiz.de/10013473836