Concepedia

Lead-lag Features

Lead–Lag Features is a temporal feature engineering construct that captures sequential dependencies by representing the relationship between prior (lagged) and future (lead) values of a time series relative to a given time point.

75

Publications

3.4K

Citations

200

Authors

127

Institutions

Publications per year

2017–2026

29

Variants

Lead-lagged Features

Parents

Publications

75

Industry Information Diffusion and the Lead-lag Effect in Stock Returns

Kewei Hou · Review of Financial Studies · 2007 · 610 citations

, , +17

Trading Volume and Cross-Autocorrelations in Stock Returns

Tarun Chordia, Bhaskaran Swaminathan · SSRN Electronic Journal · 1999 · 205 citations · Full text

, , +17

Industry Information Diffusion and the Lead-Lag Effect in Stock Returns

Kewei Hou · SSRN Electronic Journal · 2003 · 177 citations · Full text

, , +17

The Role of Time in the Quest for Understanding Psychological Mechanisms

Manuel C. Voelkle, Christian Gische, Charles Driver et al. · Multivariate Behavioral Research · 2018 · 134 citations · Full text

, , +15

A Multiple and Partial Wavelet Analysis of the Oil Price, Inflation, Exchange Rate, and Economic Growth Nexus in Saudi Arabia

Chaker Aloui, Besma Hkiri, Shawkat Hammoudeh et al. · Emerging Markets Finance and Trade · 2018 · 121 citations

, , +16

1–5 of 75

Authors

200

  1. PO
    Peterson Owusu

    University of Cape Coast, Ghana

    4 publications · 168 citations

    4

    h-index

  2. NA
    Nektarios A. Michail

    Cyprus University of Technology, Cyprus

    2 publications · 49 citations

    2

    h-index

  3. KH
    Kewei Hou

    The Ohio State University, United States

    2 publications · 787 citations

    2

    h-index

  4. SL
    Shinn-Juh Lin

    National Chengchi University, Taiwan

    2 publications · 43 citations

    2

    h-index

  5. MS
    Maxwell Stevenson

    The University of Sydney, Australia

    2 publications · 43 citations

    2

    h-index

1–5 of 200

Institutions

127

  1. University of Cape Coast

    Cape Coast, Ghana

    3 h-index

    12 publications

    626 citations

  2. Central Bank of Cyprus

    Nicosia, Cyprus

    2 h-index

    2 publications

    49 citations

  3. International Monetary Fund

    Washington D.C., United States

    2 h-index

    2 publications

    134 citations

  4. Tsinghua University

    Beijing, China

    2 h-index

    7 publications

    174 citations

  5. University of Lisbon

    Lisbon, Portugal

    2 h-index

    4 publications

    327 citations

  6. Cyprus University of Technology

    Limassol, Cyprus

    2 h-index

    2 publications

    49 citations

  7. Metropolitan College

    Athens, Greece

    2 h-index

    2 publications

    49 citations

  8. Xiamen University

    Xiamen, China

    2 h-index

    2 publications

    39 citations

1–8 of 127

Venues

  1. SSRN Electronic Journal

    Repository · 13 publications · 652 citations

    12

    h-index

  2. Applied Financial Economics

    3 publications · 61 citations

    3

    h-index

  3. PLoS ONE

    3 publications · 138 citations

    3

    h-index

  4. Emerging Markets Finance and Trade

    2 publications · 157 citations

    2

    h-index

  5. Studies in Nonlinear Dynamics and Econometrics

    SNDE · 2 publications · 43 citations

    2

    h-index

1–5