On the Empirical Determinants of the Lead-Lag Relationship among Individual Stock Returns
碩士 === 國立中央大學 === 財務金融研究所 === 95 === The sources of lead-lag relation among stock returns have been extensively discussed in portfolio and in daily, weekly or monthly terms. The thesis extends previous lead-lag studies by focusing on the lead-lag relation among individual stock returns from one-mont...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/86362009856468133840 |