haku: @author Jang, H. / yhteensä: 4
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| Tekijä: | Eun, C. Jang, H. |
| Otsikko: | Price interactions in a sequential global market: evidence form the cross-listed stocks |
| Lehti: | European Financial Management
1997 : JUL, VOL. 3:2, p. 209-236 |
| Asiasana: | PRICING SEQUENTIAL ANALYSIS GLOBAL MARKETING |
| Kieli: | eng |
| Tiivistelmä: | In this paper the authors investigate the pattern of dynamic interactions among the prices of those stocks that are cross-listed on the three major stock markets of the world, i. e. New York, London and Tokyo. Major findings are: first, regardless of the nationality of stocks, innovations in the "home" market returns are always fed into the returns in the "overseas" markets, with the former causing the latter in the Granger sense, claim the authors. |
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