The time difference effect of a measurement unit in the lead-lag relationship analysis of Korean financial market
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Nam S.O. | ko |
| dc.contributor.author | Oh S. | ko |
| dc.contributor.author | Kim H.K. | ko |
| dc.date.accessioned | 2013-03-08T14:09:56Z | - |
| dc.date.available | 2013-03-08T14:09:56Z | - |
| dc.date.created | 2012-02-06 | - |
| dc.date.created | 2012-02-06 | - |
| dc.date.issued | 2008 | - |
| dc.identifier.citation | INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, v.17, no.2, pp.259 - 273 | - |
| dc.identifier.issn | 1057-5219 | - |
| dc.identifier.uri | http://hdl.handle.net/10203/93215 | - |
| dc.language | English | - |
| dc.publisher | Elsevier BV | - |
| dc.title | The time difference effect of a measurement unit in the lead-lag relationship analysis of Korean financial market | - |
| dc.type | Article | - |
| dc.identifier.scopusid | 2-s2.0-40749133799 | - |
| dc.type.rims | ART | - |
| dc.citation.volume | 17 | - |
| dc.citation.issue | 2 | - |
| dc.citation.beginningpage | 259 | - |
| dc.citation.endingpage | 273 | - |
| dc.citation.publicationname | INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS | - |
| dc.contributor.localauthor | Nam S.O. | - |
| dc.contributor.localauthor | Oh S. | - |
| dc.contributor.localauthor | Kim H.K. | - |
| dc.subject.keywordAuthor | Granger causality test | - |
| dc.subject.keywordAuthor | Price discovery | - |
| dc.subject.keywordAuthor | Vector error correction model | - |
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