From: Detecting the lead–lag effect in stock markets: definition, patterns, and investment strategies
DD (p) | 0.15 | 0.20 | 0.25 | 0.30 | 0.35 |
---|---|---|---|---|---|
0.10 | 0.112 (0.142) | 0.191 (0.070) | 0.252 (0.000) | 0.301 (0.000) | 0.342 (0.000) |
0.15 | 0.081 (0.880) | 0.144 (0.247) | 0.196 (0.136) | 0.240 (0.070) | |
0.20 | 0.064 (0.942) | 0.117 (0.836) | 0.162 (0.596) | ||
0.25 | 0.054 (0.999) | 0.100 (0.999) | |||
0.30 | 0.047 (0.999) |