Leads, Lags, and Trading in Global Markets
- 1 July 1998
- journal article
- Published by Taylor & Francis in CFA Magazine
- Vol. 54 (4) , 70-80
- https://doi.org/10.2469/faj.v54.n4.2199
Abstract
No abstract availableThis publication has 27 references indexed in Scilit:
- Long‐Run Diversification Potential in Emerging Stock MarketsThe Financial Review, 1996
- Common Volatility in International Equity MarketsJournal of Business & Economic Statistics, 1993
- International stock market linkages: Evidence from the pre- and post-October 1987 periodJournal of Banking & Finance, 1993
- An Empirical Analysis of Stock Prices in Major Asian Markets and the United StatesThe Financial Review, 1992
- Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market IntegrationThe Journal of Finance, 1992
- High Road to a Global Marketplace: The International Transmission of Stock Market FluctuationsThe Financial Review, 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
- Technology, Communication and the Performance of Financial Markets: 1840-1975The Journal of Finance, 1978
- 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