Lead–Lag Relationships is a temporal dependency structure in financial econometrics that characterizes the directional precedence in price adjustments between two assets, where one asset’s price innovations systematically anticipate those of the other, thereby distinguishing it from contemporaneous or reverse predictive price dynamics.
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The Corporate Social-Financial Performance Relationship
Lee E. Preston, Douglas P. O'Bannon · Business & Society · 1997 · 1.4K citations
Western North Pacific Tropical Cyclone Intensity and ENSO
Suzana J. Camargo, Adam H. Sobel · Journal of Climate · 2005 · 768 citations · Full text
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University of Cape Coast
Cape Coast, Ghana
11 h-index
35 publications
1.7K citations
East China University of Science and Technology
Shanghai, China
10 h-index
20 publications
764 citations
Hong Kong Polytechnic University
Hong Kong, Hong Kong
8 h-index
12 publications
430 citations
University of Hong Kong
Pok Fu Lam, Hong Kong
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9 publications
460 citations
National University of Singapore
Singapore, Singapore
6 h-index
10 publications
365 citations
Chinese University of Hong Kong
Hong Kong, Hong Kong
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9 publications
511 citations
Hong Kong University of Science and Technology
Hong Kong, Hong Kong
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9 publications
178 citations
University of Michigan
Ann Arbor, United States
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- SSRN Electronic Journal
Repository · 39 publications · 1.7K citations
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12 publications · 384 citations
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12 publications · 311 citations
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- Quantitative Finance
10 publications · 367 citations
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- Journal of Futures Markets
9 publications · 989 citations
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