Lead–Lag Effects in Australian Industry Portfolios
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- Chi Dong & Hooi Hooi Lean & Zamri Ahmad, 2017. "Intra-industry information diffusion in China's stock market," Economics Bulletin, AccessEcon, vol. 37(1), pages 1-11.
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KeywordsIndustries; Lead–lag effects; Cross-correlation;
StatisticsAccess and download statistics
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