International linkages of the Japanese stock market
Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Author(s)
Related Research Unit(s)
Detail(s)
| Original language | English |
|---|---|
| Pages (from-to) | 601-621 |
| Journal / Publication | Japan and the World Economy |
| Volume | 20 |
| Issue number | 4 |
| Publication status | Published - Dec 2008 |
Link(s)
Abstract
Using daily open-to-close and close-to-open stock prices, this paper examines whether there are any lead-lag relationships between the Tokyo Stock Exchange and the other G7 stock markets. In particular, this paper analyzes whether the movements of other markets in the preceding trading session can be used to formulate profitable strategies to trade in Nikkei. © 2007 Elsevier B.V. All rights reserved.
Research Area(s)
- International linkages, Japanese stock market
Citation Format(s)
International linkages of the Japanese stock market. / Chong, Terence Tai-Leung; Wong, Ying-Chiu; Yan, Isabel Kit-Ming.
In: Japan and the World Economy, Vol. 20, No. 4, 12.2008, p. 601-621.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
