lead-lag

Noun

lead-lag (usually uncountable, plural lead-lags)

1. (attributive, often, usually) A cross-correlation of one leading variable with the values of another lagging variable at later times.
   • Some of these studies, based on behavioural finance, state that the information diffusion process is relevant in the predictability of stock prices. The rate of reaction to news plays an important role in the lead-lag effect.2017 July 26, María Isabel Cambóna, Maria Andreea Vaduva, “Lead-lag patterns in the Spanish and other European equity markets”, in The Spanish Review of Financial Economics, volume 15, number 2...
   • We utilize robust lead-lag indicators to uncover the origin of price discovery and we propose an econometric model exploiting that effect with level 1 data of limit order books (LOB).2022 September 30, Cédric Poutré, Georges Dionne, Gabriel Yergeau, “The Profitability of Lead-Lag Arbitrage at High-Frequency”, in Social Science Research Network, →DOI
2. (usually) In helicopters, the movement of main rotor blades in the plane of rotation due to the inward and outward shifting of their centres of gravity as they flap up and down.