High frequency analysis of lead-lag relationships between financial markets

Journal of Empirical Finance

Volumn 4, Issue 2-3, 1997, Pages 259-277

  De Jong, Frank ^a   Nijman, Theo ^a  

^a TILBURG UNIVERSITY   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031161223     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-5398(97)00009-1     Document Type: Conference Paper

References (27)

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