A frog in every pan: Information discreteness and the lead-lag returns puzzle

Hong Xiang, Shiyang Huang, Charles Lee, Yang Song

Research output: Journal article publication › Journal article › Academic research › peer-review

Original language	English
Journal	Journal of Financial Economics
Volume	145
Issue number	2
Publication status	Published - 1 Aug 2022

Cite this

@article{3b6512e753b74d0fa9aae62a6303dcc7,

title = "A frog in every pan: Information discreteness and the lead-lag returns puzzle",

author = "Hong Xiang and Shiyang Huang and Charles Lee and Yang Song",

year = "2022",

month = aug,

day = "1",

language = "English",

volume = "145",

journal = "Journal of Financial Economics",

issn = "0304-405X",

publisher = "Elsevier",

number = "2",

}