High frequency analysis of lead-lag relationships between financial markets

Research output: Contribution to journalArticleScientificpeer-review

59 Citations (Scopus)
269 Downloads (Pure)
Original languageEnglish
Pages (from-to)259-277
Number of pages19
JournalJournal of Empirical Finance
Volume4
Issue number2-3
Publication statusPublished - 1997

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