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Troster, Victor, Penalva, Jose 
ORCID: 0000-0002-1793-9642, Taamouti, Abderrahim ORCID: 0000-0002-1360-8803 and Wied, Dominik ORCID: 0000-0003-4252-2918
(2021).
Cointegration, information transmission, and the lead-lag effect between industry portfolios and the stock market.
J. Forecast., 40 (7).
S. 1291 - 1310.
HOBOKEN:
WILEY.
ISSN 1099-131X