Work

The price adjustment and lead-lag relations between stock returns: microstructure evidence from the Taiwan stock market

Year: 2004

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/j.jempfin.2003.09.002

Authors: Chaoshin Chiao, Ken Hung, Cheng F. Lee

Institutions: National Dong Hwa University, Rutgers, The State University of New Jersey

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2034051280

FWCI: 0.579

Cites: 34

Cited by: 25

Related to: 10