Ultra-high-frequency lead–lag relationship and information arrival

Dao, T.M. ORCID: 0000-0002-1926-495X, McGroarty, F. and Urquhart, A., 2016. Ultra-high-frequency lead–lag relationship and information arrival. In: 1st INFINITI Conference on International Finance ASIA-PACIFIC 2016, University of Economics, Ho Chi Minh City, Vietnam, 7-8 December 2016.

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Item Type: Conference contribution
Creators: Dao, T.M., McGroarty, F. and Urquhart, A.
Date: December 2016
Divisions: Schools > Nottingham Business School
Depositing User: Jonathan Gallacher
Date Added: 29 Jan 2019 10:52
Last Modified: 29 Jan 2019 10:52
URI: http://irep.ntu.ac.uk/id/eprint/35706

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