Lead-lag effects in Australian industry portfolios

DOI10.1007/S10690-010-9125-1zbMath1274.91382OpenAlexW1966346942MaRDI QIDQ651382

Tariq Haque

Publication date: 13 December 2011

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10690-010-9125-1

zbMATH Keywords

cross-correlationindustrieslead-lag effects

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

• Common risk factors in the returns on stocks and bonds

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