A new measure of the direction and timing of information flow between markets

Open Access

Publisher Website

31 May 1999

journal article
Published by Elsevier in Journal of Financial Markets

Vol. 2 (2) , 135-151
https://doi.org/10.1016/s1386-4181(98)00010-x

Abstract

No abstract available

Keywords

OPTION AND STOCK LEAD-LAG MEASUREMENT

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