HIGHLIGHTS
- who: Ana Monteiro from the (UNIVERSITY) have published the research: Industry return lead-lag relationships between the US and other major countries, in the Journal: (JOURNAL) of May/17,/2021
- what: The authors demonstrate that the predictions are valuable to real-world investors. It should be noted that in this study, the authors focus only on the short-run interdependencies. The authors show that the weekly lagged returns of the authors industries have a strong and significant causal relationship with most other countries considered in the study, whereas the lagged returns of other countries have . . .
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