Hidden Leaders: Identifying High-Frequency Lead-Lag...

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Hidden Leaders: Identifying High-Frequency Lead-Lag Structures in a Multivariate Price Formation Framework

Buccheri, Giuseppe, Corsi, Fulvio, Peluso, Stefano
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Year:
2017
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2938619
File:
PDF, 885 KB
english, 2017
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