Detecting the lead-lag effect in stock markets : definition, patterns, and investment strategies
Year of publication: |
2022
|
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Authors: | Li, Yongli ; Wang, Tianchen ; Sun, Baiqing ; Liu, Chao |
Published in: |
Financial innovation : FIN. - Heidelberg : SpringerOpen, ISSN 2199-4730, ZDB-ID 2824759-0. - Vol. 8.2022, Art.-No. 51, p. 1-36
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Subject: | Complex network | Investment strategy | Lead-lag effect | Power-law distribution | Stock market | Aktienmarkt | Theorie | Theory | Börsenkurs | Share price | Kapitalanlage | Financial investment | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection |
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