مرکز منطقه ای اطلاع رساني علوم و فناوري - The price adjustment and lead-lag relations between stock returns: microstructure evidence from the Taiwan stock market

Title of article :

The price adjustment and lead-lag relations between stock returns: microstructure evidence from the Taiwan stock market

Author/Authors :

Chaoshin Chiao، نويسنده , , Ken Hung، نويسنده , , Cheng F. Lee، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 2004

Pages :

From page :

709

To page :

731

Keywords :

Lead-lag relations , Market microstructures

Journal title :

Journal of Empirical Finance

Serial Year :

2004

Journal title :

Journal of Empirical Finance

Record number :

130786

Link To Document :