Information discreteness and the lead-lag returns puzzle

08/06/2025 5 min Episodio 2
Information discreteness and the lead-lag returns puzzle

Listen "Information discreteness and the lead-lag returns puzzle"

Episode Synopsis


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