Table 13 Symbolic descriptions of the data variables
From: Detecting the lead–lag effect in stock markets: definition, patterns, and investment strategies
Name | Descriptions |
|---|---|
Open | Daily open price |
Close | Daily close price |
High | Daily high price |
Low | Daily low price |
Volume | Daily trading volume |
Returns | Daily returns |
Adv20 | Average daily trading volume in past 20 days |