Lead-lag Relations

Lead–Lag Relations is a temporal dependency structure in financial time series analysis wherein the price movements or informational innovations in one asset systematically precede those in another, thereby reflecting asymmetric information diffusion or market frictions in high-frequency trading environments.

436

Publications

28.6K

Citations

972

Authors

566

Institutions

Publications per year

2017–2026

151

Authors

972

  1. PO
    Peterson Owusu

    University of Cape Coast, Ghana

    8 publications · 343 citations

    8

    h-index

  2. AM
    Anokye M. Adam

    University of Cape Coast, Ghana

    6 publications · 306 citations

    6

    h-index

  3. EA
    Emmanuel Asafo‐Adjei

    University of Cape Coast, Ghana

    5 publications · 264 citations

    5

    h-index

  4. AK
    Aviral Kumar Tiwari

    Rajagiri Hospital, India

    5 publications · 217 citations

    5

    h-index

  5. TC
    Tarun Chordia

    Emory University, United States

    4 publications · 940 citations

    4

    h-index

1–5 of 972

Venues

  1. SSRN Electronic Journal

    Repository · 39 publications · 1.7K citations

    22

    h-index

  2. 11

    h-index

  3. Quantitative Finance

    10 publications · 343 citations

    10

    h-index

  4. Applied Financial Economics

    11 publications · 369 citations

    10

    h-index

  5. Journal of Futures Markets

    9 publications · 989 citations

    9

    h-index

1–5