Investment Briefcase

Information discreteness and the lead-lag returns puzzle


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AI-generated podcast for this research article:
A frog in every pan: Information discreteness and the lead-lag returns puzzle, by Shiyang Huang, Charles Lee, Yang Song and Hong Xiang. Journal of Financial Economics, 2022, vol. 145, issue 2, 83-102

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Investment BriefcaseBy MoneyDR.