The price adjustment and lead-lag relations between stock returns: microstructure evidence from the Taiwan stock market
| Year of publication: |
2004
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|---|---|
| Authors: | Chiao, Chaoshin ; Hung, Ken ; Lee, Cheng F. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 11.2004, 5, p. 709-732
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