Crossmark

Detecting the lead–lag effect in stock markets: definition, patterns, and investment strategies

Published Online: 2022-05-20

Authors

Li, Yongli http://orcid.org/0000-0002-1979-9057
Wang, Tianchen

Sun, Baiqing

Liu, Chao
Funding

Funding for this research was provided by:

National Natural Science Foundation of China (71771041, 72101059)

Fundamental Research Funds for the Central Universities (FRFCU5710000220)
License Information

Text and Data Mining valid from 2022-05-20

Version of Record valid from 2022-05-20
More Information

Article History

Received: 5 October 2021

Accepted: 6 April 2022

First Online: 20 May 2022

Competing interests

: The authors declare that they have no competing interests.

Document is current