Showing 1 - 10 of 2,291
Persistent link: https://www.econbiz.de/10010528959
Persistent link: https://www.econbiz.de/10009515169
Persistent link: https://www.econbiz.de/10001641883
Persistent link: https://www.econbiz.de/10001400923
Persistent link: https://www.econbiz.de/10011412616
Persistent link: https://www.econbiz.de/10002828508
Persistent link: https://www.econbiz.de/10009126199
This paper examines lead-lag relationships between monthly index returns from 18 European industries. Several interesting and clear relationships are found that call into question the efficiency of European stock markets. While the Automobiles & Parts sector lags more than half of the other...
Persistent link: https://www.econbiz.de/10011573194
Persistent link: https://www.econbiz.de/10011543170
Persistent link: https://www.econbiz.de/10000549883