2007•The Korean Data Analysis SocietyRequires access

A Study of Lead-Lag Relationship between Stock Trading Value of Foreign Investor and Stock Index using Cross-Correlation Analysis

신양규

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Key concepts: Lead–lag compensator, Econometrics, Stock market index, Lag, Stock (firearms), Capitalization-weighted index, Correlation, Financial economics

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A Study of Lead-Lag Relationship between Stock Trading Value of Foreign Investor and Stock Index using Cross-Correlation Analysis — Research Paper | ScholarLens