Cross-autocorrelation in Asian stock markets

Pacific Basin Finance Journal

Volumn 7, Issue 5, 1999, Pages 471-493

  Chang, Eric C ^a   McQueen, Grant R ^b   Pinegar, J Michael ^b  

^a UNIVERSITY OF HONG KONG   (Hong Kong)

^b BRIGHAM YOUNG UNIVERSITY   (United States)

Author keywords

Asian stock markets; Cross autocorrelation; Directional asymmetry; G12; G15

Indexed keywords

EID: 0010980627     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0927-538x(99)00021-9     Document Type: Article

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