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Korean Journal of Financial Studies 2003;32(2):105-139.
Published online May 31, 2003.
Trading Volume and Lead-Lag Effect in Korean Stock Market
Park Yeong Gyu, Jang Sun Yeong
한국주식시장에서의 거래량에 의한 선도-지연효과 연구
박영규, 장순영
Key Words: 거래량,교차자기상관,선도-지연효과,한국시장특성,Cross-auto correlation,Korean stock market,Lead-lag effect,Trading volume


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