Asymmetric information and stock return cross-autocorrelations (Q1934089)
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scientific article; zbMATH DE number 6131210
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Asymmetric information and stock return cross-autocorrelations |
scientific article; zbMATH DE number 6131210 |
Statements
Asymmetric information and stock return cross-autocorrelations (English)
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28 January 2013
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asset pricing
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asymmetric information
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lead-lag
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micro-structure
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frictions
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0.7422002553939819
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0.729455828666687
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0.7273152470588684
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0.714394748210907
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0.7049049139022827
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