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Miniature of A Frog in Every Pan: Information Discreteness and the Lead-Lag Returns Puzzle
A Frog in Every Pan: Information Discreteness and the Lead-Lag Returns Puzzle
  • GSB Authors: Charles Lee
  • Date: 2021-11-17
  • Publication Type: Articles
  • Publication: Journal of Financial Economics


Miniature of A Frog in Every Pan: Information Discreteness and the Lead-Lag Returns Puzzle
A Frog in Every Pan: Information Discreteness and the Lead-Lag Returns Puzzle
  • GSB Authors: Charles Lee
  • Date: 2021-11-17
  • Publication Type: Articles
  • Publication: Journal of Financial Economics