Do Lead-Lag Effects Affect Derivative Pricing?

Do Lead-Lag Effects Affect Derivative Pricing?

Korn, Olaf, Uhrig-Homburg, Marliese
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Volume:
15
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/jod.2007.694701
Date:
January, 2007
File:
PDF, 824 KB
english, 2007
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