Are Chinese Stock Investors Watching Tokyo? An Analysis of Intraday High-Frequency Data from Two Chinese Stock Markets and the Tokyo Stock
Year of publication: |
2009-10
|
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Authors: | Hirayama, Kenjiro ; Tsutsui, Yoshiro |
Institutions: | Graduate School of Economics, Osaka University |
Subject: | international linkage of stock prices | high frequency data | inefficiency | overreaction | China |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 09-35 39 pages |
Classification: | G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets ; F36 - Financial Aspects of Economic Integration |
Source: |
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Market efficiency and international linkage of stock prices: An analysis with high-frequency data
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Market Efficiency and International Linkage of Stock Prices: An Analysis with High-Frequency Data
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Nishimura, Yusaku, (2010)
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Nishimura, Yusaku, (2010)
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Market Efficiency and International Linkage of Stock Prices: An Analysis with High-Frequency Data
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