Does the lead-lag effect exist in stock markets?
Ningyuan Fan, Zhi-Ping Fan, Yongli Li and Meng Li
| Year of publication: |
2022
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|---|---|
| Authors: | Fan, Ningyuan ; Fan, Zhi-Ping ; Li, Yongli ; Li, Meng |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 29.2022, 10, p. 895-900
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| Subject: | Lead-lag effect | network dynamics | stochastic actor-oriented model | stock network | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Unternehmensnetzwerk | Business network | Lag-Modell | Lag model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2021.1897068 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013411821