Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets
收藏NBER1993-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w4592
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资源简介：
This paper presents a comprehensive study of the interactions among returns, volatility, and trading volume between the U.S. and Japanese stock markets by using intradaily data from October 1985 to December 1991. By examining the effect of foreign price volatility and trading volume on correlations
提供机构：
美国国家经济研究局
创建时间：
1993-12-01
