Lead-lag relationships in international stock markets revisited : are they exploitable?
Andreas Gruener & Christian Finke
| Year of publication: |
2018
|
|---|---|
| Authors: | Grüner, Andreas ; Finke, Christian |
| Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 9.2018, 1, p. 8-30
|
| Subject: | lead-lag relationships | Granger-causality | transaction costs | Transaktionskosten | Transaction costs | Börsenkurs | Share price | Welt | World | Kausalanalyse | Causality analysis | Schätzung | Estimation | Lag-Modell | Lag model | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5430/ijfr.v9n1p8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012234675