@article{Buccheri2019, author = "Giuseppe Buccheri and Fulvio Corsi and Stefano Peluso", title = "{High-Frequency Lead-Lag Effects and Cross-Asset Linkages: A Multi-Asset Lagged Adjustment Model}", year = "2019", month = "12", url = "https://tandf.figshare.com/articles/dataset/High-Frequency_Lead-Lag_Effects_and_Cross-Asset_Linkages_a_Multi-Asset_Lagged_Adjustment_Model_/11317805", doi = "10.6084/m9.figshare.11317805.v2" }