Ultra-high-frequency lead–lag relationship and information arrival (Q4554452)
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scientific article; zbMATH DE number 6979488
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ultra-high-frequency lead–lag relationship and information arrival |
scientific article; zbMATH DE number 6979488 |
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Ultra-high-frequency lead–lag relationship and information arrival (English)
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14 November 2018
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high frequency
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lead-lag relationship
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lead-lag effect
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information arrival
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trading volume
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