Dissecting lead-lag relationships between international stock markets
Year of publication: |
2017
|
---|---|
Authors: | Finke, Christian |
Published in: |
Essays on equity return predictability in international stock markets. - St. Gallen. - 2017, p. 59-95
|
Subject: | Equity Return Predictability | Lead-Lag Relationships | Information Efficiency | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Börsenkurs | Share price | Prognoseverfahren | Forecasting model |
-
Option-implied network measures of tail contagion and stock return predictability
Pedio, Manuela, (2021)
-
A note on tweeting and equity markets before and during the Covid-19 pandemic
Chatterjee, Ujjal, (2022)
-
Lead-lag relationships in international stock markets revisited : are they exploitable?
Grüner, Andreas, (2018)
- More ...
-
Does foreign information predict the returns of multinational firms worldwide?
Finke, Christian, (2015)
-
Essays on equity return predictability in international stock markets
Finke, Christian, (2017)
-
Lead-lag relationships in international stock markets revisited : are they exploitable?
Finke, Christian, (2017)
- More ...