20 citations · 37 across the 11 of their papers we have counts for
Showing q-fin.STShow all
2 papers · 1 filter
q-fin.ST2020★ 1 cited
Examining Lead-Lag Relationships In-Depth, With Focus On FX Market As Covid-19 Crises Unfolds
Kartikay Gupta, Niladri Chatterjee
The lead-lag relationship plays a vital role in financial markets. It is the phenomenon where a certain price-series lags behind and partially replicates the movement of leading ti…
q-fin.ST2019★ 20 cited
Selecting stock pairs for pairs trading while incorporating lead-lag relationship
Kartikay Gupta, Niladri Chatterjee
Pairs Trading is carried out in the financial market to earn huge profits from known equilibrium relation between pairs of stock. In financial markets, seldom it is seen that stock…