Quantitative Finance (Journal)

Activity: Publication peer-review and editorial workPublication peer-review

Description

Review of "A unified model on the lead-lag effect with cross-market trading cost and information integration deviation".
Period17 May 201721 May 2017
Type of journalJournal
ISSN1469-7688
Degree of RecognitionInternational

Keywords

  • Trading costs
  • Lead-lag effect
  • Information efficiency
  • Analyst coverage

ASJC Scopus subject areas

  • Economics, Econometrics and Finance(all)