Modelling the lead-lag effect between dual-class shares

DOI10.1080/00207729408949271zbMath0809.90021OpenAlexW2093141852MaRDI QIDQ4306421

Jukka Perttunen, Paavo Yli-Olli, Angappa Gunasekaran, Teppo Martikainen

Publication date: 28 March 1995

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729408949271

zbMATH Keywords

stock market prices

Mathematics Subject Classification ID

Economic growth models (91B62)

Cites Work

• Common nonstationary components of asset prices
• Co-Integration and Error Correction: Representation, Estimation, and Testing

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