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To lag or not to lag? How to compare indices of stock markets that operate at different times

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  • Sandoval, Leonidas Junior

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  • Sandoval, Leonidas Junior, 2013. "To lag or not to lag? How to compare indices of stock markets that operate at different times," Insper Working Papers wpe_319, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    • Handle: RePEc:ibm:ibmecp:wpe_319
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