How Do the Lengths of the Lead Lag Time between Stocks Evolve? Tick-by-tick Level Measurements across Two Decades

MLA

Bing Anderson. “How Do the Lengths of the Lead Lag Time between Stocks Evolve? Tick-by-Tick Level Measurements across Two Decades.” Journal of Banking and Financial Economics, vol. 2022, no. 2(18), Nov. 2022, pp. 49–59. EBSCOhost, https://doi.org/10.7172/2353-6845.jbfe.2022.2.4.

APA

Bing Anderson. (2022). How Do the Lengths of the Lead Lag Time between Stocks Evolve? Tick-by-tick Level Measurements across Two Decades. Journal of Banking and Financial Economics, 2022(2(18)), 49–59. https://doi.org/10.7172/2353-6845.jbfe.2022.2.4

Chicago

Bing Anderson. 2022. “How Do the Lengths of the Lead Lag Time between Stocks Evolve? Tick-by-Tick Level Measurements across Two Decades.” Journal of Banking and Financial Economics 2022 (2(18)): 49–59. doi:10.7172/2353-6845.jbfe.2022.2.4.