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
23
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