Search Results - subject:"Lead-Lag"

Does asynchronous market update matter? : re-examining the price discovery of stock index and futures in China

Han, Qian; Zhao, Chengzhi; Chen, Jing; Guo, Qian - In: Emerging markets review 67 (2025), pp. 1-25

Persistent link: https://www.econbiz.de/10015412163

Tokenomics in the Metaverse : understanding the lead-lag effect among emerging crypto tokens

Guan, Chong; Liu, Wenting; Yu, Yinghui; Ding, Ding - In: Blockchain, crypto assets, and financial innovation : a …, (pp. 378-398). 2025

Persistent link: https://www.econbiz.de/10015433284

Impact of ESG disclosure on price discovery process in the Indian energy sector

Sharma, Prashant; Kumar, Modish; Kumar, Sanjeev; … - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 3, pp. 383-389

Persistent link: https://www.econbiz.de/10015434765

Lead-lag and volatility point change estimations for cryptocurrencies

Mutale, Jenipher; Angaman, Ehounou Serge Eloge Florentin; … - In: Journal of banking and financial economics 21 (2024) 1, pp. 54-76

This study investigates the lead-lag relationships and volatility dynamics among four major cryptocurrencies - Bitcoin … extent do lead-lag relationships exist among major cryptocurrencies, and how do they challenge or support the notion of … and to major market events? (3) How can the identification of lead-lag relationships and volatility change points inform …

Persistent link: https://www.econbiz.de/10015334628

The lead-lag relation between VIX futures and SPX futures

Bangsgaard, Christine; Kokholm, Thomas - In: Journal of financial markets 67 (2024), pp. 1-26

Persistent link: https://www.econbiz.de/10014491067

Tokenomics in the metaverse : understanding the lead-lag efect among emerging crypto tokens

Guan, Chong; Liu, Wenting; Yu, Yinghui; Ding, Ding - In: Financial innovation : FIN 10 (2024), pp. 1-19

lead-lag patterns, which supports the speed of adjustment hypothesis. This is the frst largescale study that documented the … lead-lag efect among Metaverse tokens. Unlike previous studies that focus on market capitalization, our fndings suggest …

Persistent link: https://www.econbiz.de/10014547157

Lead-lag relations between the Chinese carbon and energy markets : evidence from extreme climate shocks

Li, Jingbo; Chen, Zhang-HangJian; Gao, Xiang; Huisman, … - In: Finance research letters 70 (2024), pp. 1-7

Persistent link: https://www.econbiz.de/10015193332

Hedging with futures : contract in the Indian stock market

Krishnan, Deepika - In: International journal of applied behavioral economics : … 12 (2023) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10015432922

A multi-market comparison of the intraday lead-lag relations among stock index-based spot, futures and options

Ren, Fei; Cai, Mei-Ling; Li, Sai-Ping; Xiong, Xiong; … - In: Computational economics 62 (2023) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10014327153

Impact of COVID-19 trade suspension on price discovery in FPO-traded agri-derivatives

Baishnab, Kripamay; Singh, Piyush Kumar - In: Journal of modelling in management 20 (2025) 2, pp. 537-563

Persistent link: https://www.econbiz.de/10015372637