//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Urquhart, Andrew"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"lead-lag effect"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Börsenkurs
1
Estimation
1
Handelsvolumen der Börse
1
High frequency
1
Information arrival
1
Information dissemination
1
Informationsverbreitung
1
Lag model
1
Lag-Modell
1
Lead-lag effect
1
Lead-lag relationship
1
Schätzung
1
Securities trading
1
Share price
1
Trading volume
1
Volatility
1
Volatilität
1
Wertpapierhandel
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Urquhart, Andrew
Li, Yongli
3
Arakelian, Veni
2
Drakos, Anastassios A.
2
Duplat, Valérie
2
Hashem, Shatha Qamhieh
2
Liu, Chao
2
Sun, Baiqing
2
Wang, Tianchen
2
Zhou, Haibo
2
Abaoub, Ezzeddine
1
Cao, Zhengyu
1
Cunha, Marina da Silva
1
Diamandis, Panayotis F.
1
Dou, Feifei
1
Elsinga, Marja G.
1
Fan, Ningyuan
1
Fan, Zhi-Ping
1
Fatnassi, Latifa
1
Fiedor, Paweł
1
Jin, Liwei
1
Jo?o Ricardo Tonin
1
Jos¨¦ Carlos Bornia
1
Knoppel, Michel
1
Kouretas, Georgios P.
1
Li, Meng
1
Li, Peiran
1
Lian, Feng
1
Maranhão, André Nunes
1
McGroarty, Frank
1
Meng, Liang
1
Moreira, Guilherme Costa Chadud
1
Mori, Masaki
1
Najand, Mohammad
1
Stel, Adriaan J. van
1
Stel, André
1
Sun, Licheng
1
Teye, Alfred Larm
1
Thong Minh Dao
1
Tonin, Julyerme Matheus
1
Uhlaner, Lorraine
1
more ...
less ...
Published in...
All
Quantitative finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Ultra-high-frequency lead-lag relationship and information arrival
Thong Minh Dao
;
McGroarty, Frank
;
Urquhart, Andrew
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 725-735
Persistent link: https://www.econbiz.de/10011906948
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->