Stock returns and the transfer of information between the New York and Tokyo stock exchanges
- 30 April 1994
- journal article
- Published by Elsevier in Journal of International Money and Finance
- Vol. 13 (2) , 211-222
- https://doi.org/10.1016/0261-5606(94)90016-7
Abstract
No abstract availableKeywords
This publication has 15 references indexed in Scilit:
- The Intertemporal Relation Between the U. S. and Japanese Stock MarketsThe Journal of Finance, 1990
- Correlations in Price Changes and Volatility across International Stock MarketsThe Review of Financial Studies, 1990
- International Transmission of Stock Market MovementsJournal of Financial and Quantitative Analysis, 1989
- The Effects of Financial Disclosure Levels on Firms' Choices among Alternative Foreign Stock Exchange Listings*Journal of International Financial Management & Accounting, 1989
- International Listings and Stock Returns: Some Empirical EvidenceJournal of Financial and Quantitative Analysis, 1988
- The Stock Price Impacts of Overseas ListingsFinancial Management, 1987
- International Arbitrage Pricing Theory: An Empirical InvestigationThe Journal of Finance, 1986
- The Relationship Between Equity Indices on World ExchangesThe Journal of Finance, 1979
- The Relations Among Equity Markets: A Study of Share Price Co-Movements in the United States, United Kingdom, Germany and JapanThe Journal of Finance, 1972
- The Interdependence of International Equity MarketsThe Journal of Finance, 1971