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 | 0.230 (0.999) | 0.284 (0.974) | 0.327 (0.774) | 0.364 (0.390) | 0.403 (0.348) |
0.15 | 0.206 (0.999) | 0.259 (0.969) | 0.291 (0.606) | 0.322 (0.556) | |
0.20 | 0.189 (0.999) | 0.246 (0.957) | 0.272 (0.929) | ||
0.25 | 0.176 (0.999) | 0.237 (0.998) | |||
0.30 | 0.166 (0.999) |