Dynamic patterns of daily lead-lag networks in stock markets
Year of publication: |
2021
|
---|---|
Authors: | Li, Yongli ; Liu, Chao ; Wang, Tianchen ; Sun, Baiqing |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 21.2021, 12, p. 2055-2068
|
Subject: | Complex network | Lead-lag effect | Lead-lag network | Power-law distribution | Stock market | Aktienmarkt | Börsenkurs | Share price | Unternehmensnetzwerk | Business network | Netzwerk | Network | Theorie | Theory | Kapitaleinkommen | Capital income | Lag-Modell | Lag model |
-
Detecting the lead-lag effect in stock markets : definition, patterns, and investment strategies
Li, Yongli, (2022)
-
Does the lead-lag effect exist in stock markets?
Fan, Ningyuan, (2022)
-
An Analysis of Lead-Lag Relationship between Stock Returns Using Spectral Methods
Bhandari, Avishek, (2020)
- More ...
-
Detecting the lead-lag effect in stock markets : definition, patterns, and investment strategies
Li, Yongli, (2022)
-
Li, Sihan, (2024)
-
Numerical investigation on CO2 photocatalytic reduction in optical fiber monolith reactor
Wang, Tianchen, (2013)
- More ...